+267.6%
CCL vs IVZ
+1,117.8%
-850.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -5.0% | +0.6% | -5.7% | -5.4% |
| 30D | -20.3% | +4.0% | -24.3% | -21.9% |
| 3M | -15.1% | +18.2% | -33.3% | -21.9% |
| 6M | -15.1% | +32.8% | -47.9% | -25.8% |
| YTD | -21.8% | +28.7% | -50.5% | -30.8% |
| 1Y | -24.8% | +55.4% | -80.2% | -39.4% |
| 3Y | +51.9% | +135.2% | -83.3% | +0.5% |
| 5Y | +4.0% | +64.2% | -60.1% | -16.8% |
| 10Y | -42.2% | +64.6% | -106.8% | -55.3% |
| All | +267.6% | +1,117.8% | -850.2% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling