+65.2%
CCL vs IYR
+700.6%
-635.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | -5.0% | -1.2% | -3.8% | -4.1% |
| 30D | -20.3% | -2.9% | -17.5% | -18.4% |
| 3M | -15.1% | +0.8% | -16.0% | -15.8% |
| 6M | -15.1% | +1.9% | -17.0% | -15.9% |
| YTD | -21.8% | +9.6% | -31.4% | -27.1% |
| 1Y | -24.8% | +8.1% | -32.9% | -29.0% |
| 3Y | +51.9% | +29.2% | +22.7% | +24.9% |
| 5Y | +4.0% | +4.3% | -0.2% | +4.8% |
| 10Y | -42.2% | +64.7% | -106.9% | -54.3% |
| All | +65.2% | +700.6% | -635.4% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling