+54.1%
CCL vs IWF
+79.6%
-25.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.9% |
| 7D | -0.1% | +1.5% | -1.6% | -2.0% |
| 30D | -20.0% | -1.3% | -18.7% | -18.7% |
| 3M | -13.7% | +0.1% | -13.8% | -14.0% |
| 6M | -9.0% | +10.3% | -19.3% | -19.6% |
| YTD | -22.8% | +4.2% | -27.0% | -26.7% |
| 1Y | -25.3% | +9.3% | -34.6% | -33.7% |
| 3Y | +54.1% | +79.3% | -25.3% | -27.9% |
| All | +54.1% | +79.6% | -25.5% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling