+6.1%
CCL vs ACWI
+330.1%
-324.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.7% | -0.1% |
| 7D | +2.6% | -4.0% | +6.6% | +8.9% |
| 30D | +11.3% | -5.8% | +17.1% | +21.5% |
| 3M | +0.3% | -5.0% | +5.3% | +8.2% |
| 6M | +16.1% | +0.7% | +15.4% | +15.9% |
| YTD | -1.6% | +8.4% | -10.0% | -10.3% |
| 1Y | +11.8% | +10.1% | +1.7% | -0.2% |
| 3Y | +139.6% | +70.8% | +68.8% | +20.5% |
| 5Y | +21.3% | +55.4% | -34.1% | -24.3% |
| 10Y | -29.8% | +223.3% | -253.1% | -78.8% |
| All | +6.1% | +330.1% | -324.1% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling