+95.8%
CCL vs IWD
+728.9%
-633.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.0% |
| 7D | +3.1% | -0.5% | +3.6% | +4.1% |
| 30D | +13.7% | +2.7% | +11.0% | +9.9% |
| 3M | +3.8% | +0.9% | +2.9% | +2.9% |
| 6M | +9.3% | +10.5% | -1.3% | -4.4% |
| YTD | -1.1% | +23.7% | -24.8% | -25.2% |
| 1Y | +14.6% | +28.7% | -14.2% | -17.9% |
| 3Y | +146.4% | +79.7% | +66.7% | +15.5% |
| 5Y | +21.9% | +69.7% | -47.8% | -32.6% |
| 10Y | -29.4% | +211.4% | -240.9% | -78.0% |
| All | +95.8% | +728.9% | -633.1% | -79.7% |
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 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