+20.0%
CCL vs EWT
+3.1%
+16.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.4% | -3.3% |
| 7D | -0.3% | +13.2% | -13.6% | -4.8% |
| 30D | +10.3% | -14.3% | +24.6% | +16.1% |
| 3M | +6.6% | -8.4% | +15.0% | +9.3% |
| 6M | +20.0% | +3.7% | +16.3% | +15.5% |
| All | +20.0% | +3.1% | +16.9% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling