+39.1%
CCL vs SW
-0.1%
+39.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +5.8% |
| 7D | +11.6% | +12.1% | -0.4% | +7.4% |
| 30D | +22.5% | +6.6% | +16.0% | +19.8% |
| 3M | +6.4% | -6.0% | +12.4% | +8.5% |
| 6M | +23.4% | +21.5% | +1.9% | +15.3% |
| YTD | +4.2% | +20.3% | -16.1% | -2.4% |
| 1Y | +21.9% | +28.1% | -6.3% | +11.8% |
| 3Y | +153.6% | +51.6% | +102.0% | +124.1% |
| 5Y | +39.1% | -0.1% | +39.2% | +23.6% |
| All | +39.1% | -0.1% | +39.2% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling