-42.6%
CCL vs IJR
+172.1%
-214.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.4% |
| 7D | -3.2% | -2.2% | -1.1% | +0.2% |
| 30D | -17.8% | -4.6% | -13.2% | -11.3% |
| 3M | -18.7% | +0.2% | -18.9% | -18.7% |
| 6M | -11.4% | +14.7% | -26.1% | -27.2% |
| YTD | -24.3% | +18.9% | -43.2% | -41.0% |
| 1Y | -28.8% | +19.9% | -48.7% | -45.4% |
| 3Y | +49.3% | +53.0% | -3.7% | -21.5% |
| 5Y | +1.6% | +40.9% | -39.3% | -33.9% |
| All | -42.6% | +172.1% | -214.7% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling