+4.7%
CCL vs IRE
-97.7%
+102.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.8% | +15.6% | +0.4% |
| 7D | +5.8% | -41.9% | +47.7% | +7.2% |
| 30D | +17.3% | -75.1% | +92.3% | +22.3% |
| 3M | +11.3% | -82.4% | +93.7% | +16.9% |
| 6M | +18.5% | -95.5% | +114.0% | +29.4% |
| YTD | +2.8% | -93.1% | +95.8% | +7.5% |
| 1Y | +16.7% | -97.8% | +114.5% | +25.2% |
| All | +4.7% | -97.7% | +102.5% | +11.1% |
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