+807.8%
CCL vs ITW
+9,591.0%
-8,783.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -5.0% | -3.6% | -1.5% | -2.8% |
| 30D | -20.3% | -9.1% | -11.2% | -15.2% |
| 3M | -15.1% | +8.2% | -23.4% | -19.3% |
| 6M | -15.1% | -4.8% | -10.3% | -11.9% |
| YTD | -21.8% | +11.0% | -32.8% | -26.6% |
| 1Y | -24.8% | +4.2% | -29.0% | -26.5% |
| 3Y | +51.9% | +17.3% | +34.6% | +39.4% |
| 5Y | +4.0% | +33.0% | -29.0% | -9.5% |
| 10Y | -42.2% | +182.3% | -224.5% | -64.9% |
| All | +807.8% | +9,591.0% | -8,783.2% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling