+94.8%
CCL vs IWD
+728.9%
-634.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.5% |
| 7D | +2.6% | -0.5% | +3.1% | +3.6% |
| 30D | +13.1% | +2.7% | +10.5% | +9.3% |
| 3M | +3.3% | +0.9% | +2.4% | +2.4% |
| 6M | +8.7% | +10.5% | -1.8% | -4.9% |
| YTD | -1.6% | +23.7% | -25.3% | -25.6% |
| 1Y | +14.0% | +28.7% | -14.8% | -18.3% |
| 3Y | +145.1% | +79.7% | +65.4% | +15.0% |
| 5Y | +21.2% | +69.7% | -48.5% | -32.9% |
| 10Y | -29.8% | +211.4% | -241.2% | -78.1% |
| All | +94.8% | +728.9% | -634.1% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling