+54.1%
CCL vs EWT
+199.6%
-145.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -0.1% | +1.6% | -1.8% | -1.3% |
| 30D | -20.0% | +8.2% | -28.2% | -24.6% |
| 3M | -13.7% | +11.1% | -24.7% | -21.2% |
| 6M | -9.0% | +60.4% | -69.5% | -39.7% |
| YTD | -22.8% | +75.6% | -98.4% | -52.5% |
| 1Y | -25.3% | +91.3% | -116.6% | -57.3% |
| 3Y | +54.1% | +200.3% | -146.2% | -48.2% |
| All | +54.1% | +199.6% | -145.6% | -48.2% |
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