-31.1%
CCL vs SW
+185.4%
-216.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.1% |
| 7D | +2.6% | +4.7% | -2.1% | +1.5% |
| 30D | +11.3% | +5.0% | +6.3% | +9.9% |
| 3M | +0.3% | -7.3% | +7.6% | +2.1% |
| 6M | +16.1% | +15.0% | +1.2% | +12.1% |
| YTD | -1.6% | +18.5% | -20.1% | -5.8% |
| 1Y | +11.8% | +27.1% | -15.4% | +5.2% |
| 3Y | +139.6% | +49.3% | +90.2% | +118.6% |
| 5Y | +21.3% | -1.6% | +22.9% | +14.5% |
| All | -31.1% | +185.4% | -216.5% | -45.2% |
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