+0.4%
CCL vs ITW
+35.1%
-34.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.5% |
| 7D | -4.3% | -2.4% | -1.9% | -1.6% |
| 30D | -19.0% | -9.5% | -9.4% | -9.1% |
| 3M | -13.1% | +6.6% | -19.7% | -19.7% |
| 6M | -13.3% | -1.8% | -11.5% | -11.5% |
| YTD | -25.2% | +9.0% | -34.3% | -32.7% |
| 1Y | -27.2% | +3.6% | -30.8% | -30.5% |
| 3Y | +49.2% | +19.4% | +29.8% | +18.8% |
| 5Y | +0.4% | +36.4% | -36.0% | -34.3% |
| All | +0.4% | +35.1% | -34.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling