+21.9%
CCL vs IWF
-1.6%
+23.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +6.8% |
| 7D | +11.6% | -4.2% | +15.8% | +17.2% |
| 30D | +22.5% | -8.1% | +30.7% | +35.8% |
| 3M | +6.4% | -5.1% | +11.5% | +13.1% |
| 6M | +23.4% | -1.4% | +24.8% | +24.0% |
| YTD | +4.2% | -0.1% | +4.3% | -2.2% |
| 1Y | +21.9% | -1.3% | +23.1% | +14.4% |
| All | +21.9% | -1.6% | +23.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling