-29.4%
CCL vs IWD
+205.2%
-234.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -1.1% |
| 7D | -1.5% | -0.6% | -1.0% | -0.3% |
| 30D | +16.5% | +3.6% | +12.9% | +9.0% |
| 3M | +11.2% | +2.7% | +8.5% | +6.0% |
| 6M | +22.6% | +13.2% | +9.4% | -3.4% |
| YTD | +2.6% | +26.8% | -24.2% | -34.4% |
| 1Y | +17.0% | +29.3% | -12.3% | -28.0% |
| 3Y | +145.5% | +85.1% | +60.4% | -22.8% |
| 5Y | +36.1% | +74.2% | -38.1% | -47.2% |
| 10Y | -29.4% | +204.6% | -234.0% | -85.6% |
| All | -29.4% | +205.2% | -234.7% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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