-31.2%
CCL vs SW
+182.7%
-213.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.6% | +2.3% | +0.3% | +2.1% |
| 30D | +13.1% | +6.8% | +6.3% | +11.2% |
| 3M | +3.3% | -5.2% | +8.5% | +4.6% |
| 6M | +8.7% | +7.4% | +1.3% | +6.6% |
| YTD | -1.6% | +17.4% | -19.0% | -5.6% |
| 1Y | +14.0% | +27.1% | -13.1% | +7.3% |
| 3Y | +145.1% | +47.9% | +97.3% | +124.3% |
| 5Y | +21.2% | -2.6% | +23.8% | +14.8% |
| All | -31.2% | +182.7% | -213.9% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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