-43.4%
CCL vs EWT
+512.3%
-555.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +1.8% |
| 7D | -4.3% | -1.1% | -3.2% | -3.2% |
| 30D | -19.0% | +4.8% | -23.8% | -23.4% |
| 3M | -13.1% | +11.1% | -24.2% | -25.2% |
| 6M | -13.3% | +54.6% | -67.9% | -50.2% |
| YTD | -25.2% | +71.4% | -96.7% | -62.3% |
| 1Y | -27.2% | +82.1% | -109.3% | -66.2% |
| 3Y | +49.2% | +193.2% | -144.0% | -64.2% |
| 5Y | +0.4% | +146.1% | -145.7% | -68.4% |
| All | -43.4% | +512.3% | -555.7% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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