-34.0%
CCL vs IYR
+87.3%
-121.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.9% |
| 30D | +13.1% | +6.6% | +6.6% | +4.0% |
| 3M | +3.4% | -1.8% | +5.2% | +6.2% |
| 6M | +18.7% | +1.4% | +17.3% | +16.4% |
| YTD | -2.3% | +10.5% | -12.8% | -14.2% |
| 1Y | +14.2% | +10.6% | +3.6% | +0.2% |
| 3Y | +133.6% | +41.8% | +91.8% | +43.3% |
| 5Y | +33.5% | +6.0% | +27.5% | +26.7% |
| All | -34.0% | +87.3% | -121.4% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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