+34.0%
CCL vs EWT
+119.7%
-85.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.4% | -1.7% |
| 7D | -0.3% | +13.2% | -13.6% | -11.7% |
| 30D | +10.3% | -14.3% | +24.6% | +25.9% |
| 3M | +6.6% | -8.4% | +15.0% | +13.1% |
| 6M | +20.0% | +3.7% | +16.3% | +7.3% |
| YTD | -1.9% | +53.1% | -55.0% | -44.4% |
| 1Y | +10.4% | +55.5% | -45.1% | -38.8% |
| 3Y | +134.8% | +155.6% | -20.8% | -40.2% |
| 5Y | +34.0% | +119.3% | -85.3% | -51.5% |
| All | +34.0% | +119.7% | -85.7% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling