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  • CCL vs GWW✓SelectedUSD · GWWCCL vs GWW performance historyLatest closeAs of+0.13%09/04
Stock and ETF performance explorer

CCL vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+807.8%
GWW return
+14,492.5%
Excess return
-13,684.8%
Maximum drawdown
-90.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D+0.1%+0.9%-0.8%-0.3%
7D-5.0%+1.4%-6.4%-5.8%
30D-20.3%+3.3%-23.6%-21.8%
3M-15.1%+2.9%-18.1%-16.8%
6M-15.1%+15.8%-30.9%-21.5%
YTD-21.8%+32.0%-53.8%-32.8%
1Y-24.8%+29.9%-54.7%-34.7%
3Y+51.9%+91.1%-39.2%+7.9%
5Y+4.0%+223.9%-219.9%-43.9%
10Y-42.2%+567.0%-609.3%-78.9%
All+807.8%+14,492.5%-13,684.8%-23.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling