-41.6%
CCL vs SW
+147.8%
-189.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | -5.0% | -5.1% | 0.0% | -3.7% |
| 30D | -20.3% | -4.6% | -15.8% | -19.4% |
| 3M | -15.1% | +9.4% | -24.5% | -17.1% |
| 6M | -15.1% | +3.5% | -18.6% | -15.8% |
| YTD | -21.8% | +22.0% | -43.8% | -25.5% |
| 1Y | -24.8% | +2.2% | -27.0% | -25.8% |
| 3Y | +51.9% | +19.6% | +32.3% | +43.9% |
| 5Y | +4.0% | -2.3% | +6.4% | -2.0% |
| All | -41.6% | +147.8% | -189.4% | -53.0% |
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