+4.5%
CCL vs IRE
-97.5%
+102.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.1% | -12.3% | -0.7% |
| 7D | -1.5% | -15.1% | +13.6% | -1.4% |
| 30D | +16.5% | -71.4% | +87.8% | +20.8% |
| 3M | +11.2% | -81.2% | +92.4% | +16.5% |
| 6M | +22.6% | -93.7% | +116.3% | +32.2% |
| YTD | +2.6% | -92.2% | +94.8% | +6.8% |
| 1Y | +17.0% | -97.3% | +114.2% | +24.3% |
| All | +4.5% | -97.5% | +102.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling