+0.8%
CCL vs IRE
-97.2%
+98.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +39.6% | -39.1% | -1.0% |
| 7D | +3.1% | -27.2% | +30.3% | +3.5% |
| 30D | +13.7% | -75.1% | +88.8% | +18.7% |
| 3M | +3.8% | -77.9% | +81.7% | +8.1% |
| 6M | +9.3% | -94.6% | +103.8% | +18.5% |
| YTD | -1.1% | -91.5% | +90.5% | +2.7% |
| 1Y | +14.6% | -97.8% | +112.4% | +23.2% |
| All | +0.8% | -97.2% | +98.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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