+309.6%
IVV vs CCL
-27.9%
+337.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.6% |
| 7D | +0.1% | +3.1% | -3.0% | -0.5% |
| 30D | -3.3% | +17.5% | -20.8% | -6.1% |
| 3M | -2.4% | +6.8% | -9.2% | -3.8% |
| 6M | +2.6% | +18.7% | -16.1% | -1.1% |
| YTD | +11.3% | +3.0% | +8.3% | +9.0% |
| 1Y | +13.4% | +17.7% | -4.3% | +8.3% |
| 3Y | +80.3% | +155.6% | -75.3% | +47.0% |
| 5Y | +72.7% | +30.2% | +42.5% | +48.4% |
| 10Y | +309.6% | -28.5% | +338.1% | +284.2% |
| All | +309.6% | -27.9% | +337.5% | +284.2% |
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