+145.2%
CCL vs IWD
+85.5%
+59.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -1.1% |
| 7D | -1.5% | -0.6% | -1.0% | -0.2% |
| 30D | +16.5% | +3.6% | +12.9% | +8.5% |
| 3M | +11.2% | +2.7% | +8.5% | +5.6% |
| 6M | +22.6% | +13.2% | +9.4% | -4.9% |
| YTD | +2.6% | +26.8% | -24.2% | -36.0% |
| 1Y | +17.0% | +29.3% | -12.3% | -29.7% |
| All | +145.2% | +85.5% | +59.7% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling