+776.1%
IVV vs CCL
+38.2%
+737.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -5.0% | +5.2% | +1.3% |
| 30D | +0.1% | -20.3% | +20.4% | +5.5% |
| 3M | +2.0% | -15.1% | +17.1% | +5.6% |
| 6M | +13.0% | -15.1% | +28.2% | +16.0% |
| YTD | +13.6% | -21.8% | +35.4% | +18.3% |
| 1Y | +20.1% | -24.8% | +44.9% | +25.4% |
| 3Y | +77.6% | +51.9% | +25.7% | +50.0% |
| 5Y | +82.5% | +4.0% | +78.4% | +54.8% |
| 10Y | +316.5% | -42.2% | +358.8% | +236.3% |
| All | +776.1% | +38.2% | +737.9% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling