-0.8%
CCL vs IJH
+48.0%
-48.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | -0.2% |
| 7D | -3.2% | -1.9% | -1.4% | +0.1% |
| 30D | -17.8% | -4.6% | -13.1% | -10.4% |
| 3M | -18.7% | -1.2% | -17.5% | -16.7% |
| 6M | -11.4% | +9.4% | -20.8% | -23.1% |
| YTD | -24.3% | +13.3% | -37.6% | -38.2% |
| 1Y | -28.8% | +13.4% | -42.2% | -41.8% |
| 3Y | +49.3% | +50.4% | -1.1% | -26.1% |
| All | -0.8% | +48.0% | -48.8% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling