+54.1%
CCL vs GWW
+91.5%
-37.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.3% | +0.5% |
| 7D | -0.1% | -1.5% | +1.4% | +0.8% |
| 30D | -20.0% | +1.1% | -21.1% | -20.8% |
| 3M | -13.7% | -1.0% | -12.7% | -13.8% |
| 6M | -9.0% | +16.3% | -25.3% | -19.6% |
| YTD | -22.8% | +28.5% | -51.3% | -37.3% |
| 1Y | -25.3% | +30.3% | -55.6% | -39.8% |
| 3Y | +54.1% | +91.6% | -37.5% | -14.2% |
| All | +54.1% | +91.5% | -37.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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