+54.9%
CCL vs IWF
+727.1%
-672.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | +0.5% | -5.6% | -5.6% |
| 30D | -20.3% | -0.4% | -20.0% | -20.0% |
| 3M | -15.1% | -2.6% | -12.5% | -12.7% |
| 6M | -15.1% | +9.1% | -24.3% | -22.8% |
| YTD | -21.8% | +4.5% | -26.3% | -25.1% |
| 1Y | -24.8% | +10.1% | -34.9% | -32.6% |
| 3Y | +51.9% | +77.6% | -25.8% | -20.1% |
| 5Y | +4.0% | +73.7% | -69.7% | -40.4% |
| 10Y | -42.2% | +411.5% | -453.8% | -89.1% |
| All | +54.9% | +727.1% | -672.2% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling