-26.5%
CCL vs IWF
+7.4%
-33.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | -4.4% | +0.5% | -4.9% | -5.0% |
| 30D | -18.2% | -1.4% | -16.8% | -16.8% |
| 3M | -17.7% | +0.4% | -18.2% | -18.1% |
| 6M | -13.0% | +8.5% | -21.5% | -22.9% |
| YTD | -24.5% | +3.7% | -28.2% | -31.1% |
| All | -26.5% | +7.4% | -33.8% | -32.4% |
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