+54.9%
CCL vs IWD
+726.5%
-671.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.1% |
| 7D | -5.0% | -0.3% | -4.8% | -4.7% |
| 30D | -20.3% | +0.6% | -20.9% | -21.0% |
| 3M | -15.1% | +7.2% | -22.4% | -22.8% |
| 6M | -15.1% | +16.2% | -31.3% | -30.3% |
| YTD | -21.8% | +23.3% | -45.1% | -40.8% |
| 1Y | -24.8% | +29.6% | -54.4% | -46.7% |
| 3Y | +51.9% | +70.5% | -18.6% | -23.3% |
| 5Y | +4.0% | +73.5% | -69.4% | -44.3% |
| 10Y | -42.2% | +198.3% | -240.5% | -81.2% |
| All | +54.9% | +726.5% | -671.6% | -83.9% |
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