+0.4%
CCL vs IJR
+38.0%
-37.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.4% |
| 7D | -4.3% | -2.3% | -2.0% | -0.6% |
| 30D | -19.0% | -4.7% | -14.3% | -12.3% |
| 3M | -13.1% | +2.1% | -15.2% | -15.5% |
| 6M | -13.3% | +13.9% | -27.2% | -28.2% |
| YTD | -25.2% | +18.2% | -43.5% | -41.6% |
| 1Y | -27.2% | +21.8% | -49.0% | -45.9% |
| 3Y | +49.2% | +52.2% | -3.0% | -24.2% |
| 5Y | +0.4% | +40.1% | -39.8% | -35.7% |
| All | +0.4% | +38.0% | -37.6% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling