+1.3%
CCL vs IYR
+5.4%
-4.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -0.1% | -0.4% | +0.3% | +0.3% |
| 30D | -20.0% | -2.5% | -17.5% | -17.3% |
| 3M | -13.7% | +1.5% | -15.1% | -15.4% |
| 6M | -9.0% | +3.9% | -12.9% | -13.0% |
| YTD | -22.8% | +9.5% | -32.3% | -31.0% |
| 1Y | -25.3% | +7.5% | -32.8% | -31.6% |
| 3Y | +54.1% | +30.8% | +23.3% | +7.6% |
| All | +1.3% | +5.4% | -4.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling