+34.0%
CCL vs IWD
+73.1%
-39.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.5% |
| 7D | -0.3% | +1.7% | -2.0% | -3.9% |
| 30D | +10.3% | +3.2% | +7.1% | +3.3% |
| 3M | +6.6% | +2.3% | +4.3% | +1.7% |
| 6M | +20.0% | +12.9% | +7.1% | -7.6% |
| YTD | -1.9% | +26.2% | -28.1% | -40.1% |
| 1Y | +10.4% | +28.3% | -17.8% | -34.7% |
| 3Y | +134.8% | +84.4% | +50.4% | -36.8% |
| 5Y | +34.0% | +73.0% | -39.0% | -53.8% |
| All | +34.0% | +73.1% | -39.1% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling