+361.1%
CCL vs IVZ
+948.4%
-587.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | -0.3% | +5.1% | -5.5% | -2.7% |
| 30D | +10.3% | -1.6% | +11.9% | +11.1% |
| 3M | +6.6% | -9.1% | +15.7% | +11.4% |
| 6M | +20.0% | +1.8% | +18.2% | +18.6% |
| YTD | -1.9% | +10.8% | -12.7% | -6.9% |
| 1Y | +10.4% | +19.1% | -8.7% | +1.1% |
| 3Y | +134.8% | +144.4% | -9.6% | +52.7% |
| 5Y | +34.0% | +33.6% | +0.4% | +18.3% |
| 10Y | -32.5% | +41.7% | -74.2% | -43.8% |
| All | +361.1% | +948.4% | -587.3% | +55.8% |
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