-28.8%
CCL vs EWT
+85.6%
-114.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.1% |
| 7D | -3.2% | -1.1% | -2.1% | -2.6% |
| 30D | -17.8% | +4.5% | -22.2% | -20.1% |
| 3M | -18.7% | +8.3% | -26.9% | -23.5% |
| 6M | -11.4% | +54.2% | -65.6% | -40.2% |
| YTD | -24.3% | +74.6% | -98.9% | -52.4% |
| 1Y | -28.8% | +84.9% | -113.7% | -56.1% |
| All | -28.8% | +85.6% | -114.4% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling