-33.8%
CCL vs EWT
+448.2%
-482.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.4% | -1.3% |
| 7D | -0.3% | +13.2% | -13.6% | -13.3% |
| 30D | +10.3% | -14.3% | +24.6% | +27.6% |
| 3M | +6.6% | -8.4% | +15.0% | +13.6% |
| 6M | +20.0% | +3.7% | +16.3% | +6.3% |
| YTD | -1.9% | +53.1% | -55.0% | -46.1% |
| 1Y | +10.4% | +55.5% | -45.1% | -40.6% |
| 3Y | +134.8% | +155.6% | -20.8% | -37.7% |
| 5Y | +34.0% | +119.3% | -85.3% | -54.2% |
| All | -33.8% | +448.2% | -482.0% | -91.3% |
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