+106.6%
CCL vs EWT
+594.1%
-487.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -1.1% |
| 7D | -5.0% | +4.0% | -9.0% | -7.4% |
| 30D | -20.3% | +10.3% | -30.7% | -25.3% |
| 3M | -15.1% | +6.1% | -21.2% | -19.4% |
| 6M | -15.1% | +56.6% | -71.7% | -37.1% |
| YTD | -21.8% | +76.6% | -98.4% | -46.4% |
| 1Y | -24.8% | +97.9% | -122.7% | -52.2% |
| 3Y | +51.9% | +198.0% | -146.1% | -25.6% |
| 5Y | +4.0% | +151.8% | -147.7% | -41.3% |
| 10Y | -42.2% | +514.1% | -556.4% | -78.9% |
| All | +106.6% | +594.1% | -487.4% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling