+21.9%
CCL vs IVZ
+30.5%
-8.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +4.5% |
| 7D | +11.6% | +2.6% | +9.0% | +9.6% |
| 30D | +22.5% | -3.5% | +26.0% | +25.3% |
| 3M | +6.4% | -7.4% | +13.8% | +11.7% |
| 6M | +23.4% | +14.7% | +8.7% | +10.3% |
| YTD | +4.2% | +14.6% | -10.4% | -9.0% |
| 1Y | +21.9% | +30.7% | -8.8% | +0.4% |
| All | +21.9% | +30.5% | -8.7% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling