+49.0%
CCL vs IVZ
+133.3%
-84.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.6% |
| 7D | -4.4% | +1.2% | -5.5% | -5.2% |
| 30D | -18.2% | +1.8% | -20.0% | -19.3% |
| 3M | -17.7% | +15.7% | -33.5% | -26.4% |
| 6M | -13.0% | +36.3% | -49.3% | -30.8% |
| YTD | -24.5% | +24.9% | -49.4% | -36.6% |
| 1Y | -26.9% | +48.9% | -75.9% | -46.4% |
| All | +49.0% | +133.3% | -84.3% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling