+49.0%
CCL vs ITW
+18.4%
+30.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -0.3% |
| 7D | -4.4% | -1.9% | -2.5% | -2.4% |
| 30D | -18.2% | -10.4% | -7.8% | -8.1% |
| 3M | -17.7% | +3.5% | -21.2% | -21.0% |
| 6M | -13.0% | -3.4% | -9.6% | -10.0% |
| YTD | -24.5% | +8.5% | -33.0% | -31.1% |
| 1Y | -26.9% | +3.2% | -30.2% | -29.7% |
| All | +49.0% | +18.4% | +30.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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