+307.4%
IVV vs CCL
-28.6%
+336.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | +5.8% | -6.4% | -1.6% |
| 30D | -3.7% | +17.3% | -20.9% | -6.3% |
| 3M | -2.7% | +11.3% | -14.1% | -4.9% |
| 6M | +2.2% | +18.5% | -16.2% | -1.4% |
| YTD | +10.9% | +2.8% | +8.1% | +8.7% |
| 1Y | +11.3% | +16.7% | -5.4% | +6.4% |
| 3Y | +76.9% | +146.0% | -69.1% | +45.2% |
| 5Y | +73.5% | +33.6% | +39.8% | +48.4% |
| 10Y | +307.4% | -29.4% | +336.8% | +282.7% |
| All | +307.4% | -28.6% | +336.0% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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