-41.6%
CCL vs ACWI
+228.2%
-269.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -5.0% | +0.5% | -5.5% | -6.0% |
| 30D | -20.3% | +0.9% | -21.2% | -21.6% |
| 3M | -15.1% | +2.4% | -17.5% | -18.8% |
| 6M | -15.1% | +12.4% | -27.5% | -31.2% |
| YTD | -21.8% | +15.2% | -36.9% | -39.3% |
| 1Y | -24.8% | +22.7% | -47.5% | -48.4% |
| 3Y | +51.9% | +75.8% | -23.9% | -46.1% |
| 5Y | +4.0% | +67.7% | -63.7% | -56.1% |
| All | -41.6% | +228.2% | -269.8% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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