-28.5%
CCL vs HWM
+1,636.6%
-1,665.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +0.7% |
| 7D | +3.1% | +1.6% | +1.5% | +1.4% |
| 30D | +17.5% | -3.9% | +21.5% | +19.3% |
| 3M | +6.8% | -23.2% | +30.1% | +25.3% |
| 6M | +18.7% | -20.0% | +38.7% | +34.6% |
| YTD | +3.0% | +5.7% | -2.7% | -4.7% |
| 1Y | +17.7% | +4.9% | +12.8% | +9.4% |
| 3Y | +155.6% | +347.0% | -191.4% | -19.9% |
| 5Y | +30.2% | +563.0% | -532.8% | -68.1% |
| 10Y | -28.5% | +1,579.2% | -1,607.6% | -88.6% |
| All | -28.5% | +1,636.6% | -1,665.1% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling