+49.5%
CCL vs IJH
+1,055.9%
-1,006.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -0.8% |
| 7D | -4.4% | -0.7% | -3.6% | -3.5% |
| 30D | -18.2% | -3.8% | -14.4% | -13.9% |
| 3M | -17.7% | 0.0% | -17.7% | -17.3% |
| 6M | -13.0% | +8.8% | -21.8% | -20.5% |
| YTD | -24.5% | +13.5% | -38.0% | -34.4% |
| 1Y | -26.9% | +15.4% | -42.3% | -37.7% |
| 3Y | +50.8% | +50.9% | -0.2% | -4.7% |
| 5Y | -0.9% | +47.8% | -48.7% | -29.5% |
| 10Y | -41.7% | +183.1% | -224.7% | -76.5% |
| All | +49.5% | +1,055.9% | -1,006.3% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling