-0.9%
CCL vs EWT
+152.9%
-153.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.4% |
| 7D | -4.4% | +2.1% | -6.5% | -6.4% |
| 30D | -18.2% | +9.4% | -27.6% | -25.5% |
| 3M | -17.7% | +10.9% | -28.6% | -27.7% |
| 6M | -13.0% | +57.9% | -70.9% | -49.5% |
| YTD | -24.5% | +75.9% | -100.4% | -61.5% |
| 1Y | -26.9% | +89.7% | -116.6% | -66.2% |
| 3Y | +50.8% | +200.9% | -150.1% | -65.8% |
| 5Y | -0.9% | +154.5% | -155.4% | -68.0% |
| All | -0.9% | +152.9% | -153.8% | -68.0% |
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