+133.6%
CCL vs IYR
+41.7%
+91.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.8% |
| 30D | +13.1% | +6.6% | +6.6% | +5.6% |
| 3M | +3.4% | -1.8% | +5.2% | +5.8% |
| 6M | +18.7% | +1.4% | +17.3% | +17.1% |
| YTD | -2.3% | +10.5% | -12.8% | -11.7% |
| 1Y | +14.2% | +10.6% | +3.6% | +3.1% |
| 3Y | +133.6% | +41.8% | +91.8% | +58.0% |
| All | +133.6% | +41.7% | +91.9% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling