-41.1%
CCL vs TW
+298.0%
-339.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.7% |
| 7D | -0.3% | +3.2% | -3.5% | -1.7% |
| 30D | +10.3% | +19.7% | -9.4% | +2.0% |
| 3M | +6.6% | +26.8% | -20.3% | -4.2% |
| 6M | +20.0% | +20.9% | -0.8% | +8.7% |
| YTD | -1.9% | +22.9% | -24.8% | -13.1% |
| 1Y | +10.4% | +20.4% | -9.9% | -1.2% |
| 3Y | +134.8% | +42.9% | +91.9% | +82.8% |
| 5Y | +34.0% | +40.2% | -6.2% | +1.0% |
| All | -41.1% | +298.0% | -339.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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