+49.5%
CCL vs IJR
+1,130.2%
-1,080.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -0.9% |
| 7D | -4.4% | -1.1% | -3.3% | -3.1% |
| 30D | -18.2% | -3.6% | -14.6% | -14.4% |
| 3M | -17.7% | +2.3% | -20.0% | -19.4% |
| 6M | -13.0% | +14.3% | -27.4% | -24.4% |
| YTD | -24.5% | +19.3% | -43.8% | -37.4% |
| 1Y | -26.9% | +22.6% | -49.5% | -41.3% |
| 3Y | +50.8% | +53.5% | -2.8% | -4.1% |
| 5Y | -0.9% | +39.9% | -40.9% | -23.8% |
| 10Y | -41.7% | +172.1% | -213.7% | -73.7% |
| All | +49.5% | +1,130.2% | -1,080.7% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling