+75.4%
IVV vs CCL
+137.6%
-62.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.7% | +2.6% | -5.3% | -3.2% |
| 30D | -5.4% | +13.1% | -18.5% | -7.6% |
| 3M | -4.1% | +3.3% | -7.3% | -4.9% |
| 6M | +0.7% | +8.7% | -8.0% | -1.6% |
| YTD | +8.7% | -1.6% | +10.3% | +7.3% |
| 1Y | +11.0% | +14.0% | -3.0% | +5.9% |
| 3Y | +75.4% | +145.1% | -69.7% | +42.8% |
| All | +75.4% | +137.6% | -62.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling