-0.9%
CCL vs GWW
+221.1%
-222.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | -18.2% | -1.4% | -16.8% | -17.5% |
| 3M | -17.7% | -3.6% | -14.1% | -16.2% |
| 6M | -13.0% | +15.1% | -28.1% | -21.8% |
| YTD | -24.5% | +27.5% | -52.0% | -37.3% |
| 1Y | -26.9% | +29.6% | -56.5% | -39.8% |
| 3Y | +50.8% | +90.1% | -39.3% | -5.0% |
| 5Y | -0.9% | +222.6% | -223.5% | -53.6% |
| All | -0.9% | +221.1% | -222.0% | -53.6% |
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