+33.9%
CCL vs GWW
+218.6%
-184.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -1.2% | +3.6% | -4.7% | -3.6% |
| 30D | +13.1% | +12.1% | +1.0% | +4.5% |
| 3M | +3.4% | +12.9% | -9.5% | -5.3% |
| 6M | +18.7% | +19.3% | -0.6% | +3.9% |
| YTD | -2.3% | +48.7% | -51.0% | -27.6% |
| 1Y | +14.2% | +60.5% | -46.3% | -19.8% |
| 3Y | +133.6% | +93.3% | +40.3% | +42.3% |
| All | +33.9% | +218.6% | -184.8% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling