-41.7%
CCL vs IVZ
+60.3%
-102.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.6% |
| 7D | -4.4% | +1.2% | -5.5% | -5.3% |
| 30D | -18.2% | +1.8% | -20.0% | -19.4% |
| 3M | -17.7% | +15.7% | -33.5% | -27.1% |
| 6M | -13.0% | +36.3% | -49.3% | -31.9% |
| YTD | -24.5% | +24.9% | -49.4% | -37.2% |
| 1Y | -26.9% | +48.9% | -75.9% | -47.4% |
| 3Y | +50.8% | +136.8% | -86.1% | -26.9% |
| 5Y | -0.9% | +60.0% | -60.9% | -34.7% |
| 10Y | -41.7% | +63.4% | -105.0% | -71.5% |
| All | -41.7% | +60.3% | -102.0% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling