-42.6%
CCL vs NWSA
+149.4%
-192.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.2% | -2.8% | -0.4% | -0.9% |
| 30D | -17.8% | +3.0% | -20.8% | -20.0% |
| 3M | -18.7% | +12.3% | -31.0% | -27.1% |
| 6M | -11.4% | +21.9% | -33.3% | -26.4% |
| YTD | -24.3% | +13.6% | -37.9% | -34.0% |
| 1Y | -28.8% | +0.5% | -29.3% | -31.4% |
| 3Y | +49.3% | +43.8% | +5.6% | +6.2% |
| 5Y | +1.6% | +41.2% | -39.6% | -26.8% |
| All | -42.6% | +149.4% | -192.0% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling