+133.6%
CCL vs EWT
+157.5%
-23.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.2% | +9.1% | -10.3% | -6.8% |
| 30D | +13.1% | -12.2% | +25.3% | +22.4% |
| 3M | +3.4% | -9.4% | +12.8% | +9.0% |
| 6M | +18.7% | +2.7% | +16.1% | +11.4% |
| YTD | -2.3% | +53.3% | -55.5% | -33.7% |
| 1Y | +14.2% | +59.2% | -45.0% | -24.9% |
| 3Y | +133.6% | +157.1% | -23.5% | +5.4% |
| All | +133.6% | +157.5% | -23.9% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling