-28.8%
CCL vs IJR
+21.9%
-50.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.3% |
| 7D | -3.2% | -2.2% | -1.1% | +0.6% |
| 30D | -17.8% | -4.6% | -13.2% | -10.5% |
| 3M | -18.7% | +0.2% | -18.9% | -18.7% |
| 6M | -11.4% | +14.7% | -26.1% | -28.2% |
| YTD | -24.3% | +18.9% | -43.2% | -40.7% |
| 1Y | -28.8% | +19.9% | -48.7% | -45.1% |
| All | -28.8% | +21.9% | -50.7% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling