-6.8%
CCL vs SW
+755.0%
-761.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | 0.0% |
| 7D | -5.0% | -5.1% | 0.0% | -4.4% |
| 30D | -20.3% | -4.6% | -15.8% | -19.8% |
| 3M | -15.1% | +9.4% | -24.5% | -16.1% |
| 6M | -15.1% | +3.5% | -18.6% | -15.4% |
| YTD | -21.8% | +22.0% | -43.8% | -23.6% |
| 1Y | -24.8% | +2.2% | -27.0% | -25.2% |
| 3Y | +51.9% | +19.6% | +32.3% | +48.3% |
| 5Y | +4.0% | -2.3% | +6.4% | +1.2% |
| 10Y | -42.2% | +181.4% | -223.6% | -46.8% |
| All | -6.8% | +755.0% | -761.8% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling