+133.6%
CCL vs NWSA
+32.6%
+101.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -2.1% |
| 7D | -1.2% | +2.2% | -3.4% | -2.6% |
| 30D | +13.1% | -8.8% | +21.9% | +19.4% |
| 3M | +3.4% | -6.5% | +9.9% | +6.6% |
| 6M | +18.7% | +1.5% | +17.2% | +13.8% |
| YTD | -2.3% | +4.0% | -6.3% | -8.9% |
| 1Y | +14.2% | +3.4% | +10.8% | +7.0% |
| 3Y | +133.6% | +34.8% | +98.7% | +88.3% |
| All | +133.6% | +32.6% | +101.0% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling