-0.9%
CCL vs IWF
+72.9%
-73.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -4.4% | +0.5% | -4.9% | -5.1% |
| 30D | -18.2% | -1.4% | -16.8% | -16.6% |
| 3M | -17.7% | +0.4% | -18.2% | -18.5% |
| 6M | -13.0% | +8.5% | -21.5% | -22.5% |
| YTD | -24.5% | +3.7% | -28.2% | -28.1% |
| 1Y | -26.9% | +8.5% | -35.4% | -35.4% |
| 3Y | +50.8% | +78.5% | -27.8% | -37.2% |
| 5Y | -0.9% | +73.6% | -74.6% | -57.2% |
| All | -0.9% | +72.9% | -73.8% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling