+47.5%
CCL vs IJH
+48.6%
-1.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.6% |
| 7D | -4.3% | -2.5% | -1.8% | -0.1% |
| 30D | -19.0% | -5.0% | -13.9% | -11.6% |
| 3M | -13.1% | +0.5% | -13.6% | -13.5% |
| 6M | -13.3% | +8.2% | -21.5% | -22.4% |
| YTD | -25.2% | +12.5% | -37.7% | -36.9% |
| 1Y | -27.2% | +14.4% | -41.6% | -40.0% |
| All | +47.5% | +48.6% | -1.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling