-54.5%
CCL vs TW
+206.7%
-261.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.7% |
| 7D | -3.2% | -4.5% | +1.2% | -1.3% |
| 30D | -17.8% | -2.3% | -15.5% | -17.1% |
| 3M | -18.7% | +2.6% | -21.3% | -20.5% |
| 6M | -11.4% | -17.5% | +6.1% | -5.2% |
| YTD | -24.3% | -5.3% | -19.0% | -24.8% |
| 1Y | -28.8% | -14.8% | -14.0% | -25.6% |
| 3Y | +49.3% | +18.8% | +30.5% | +24.9% |
| 5Y | +1.6% | +20.7% | -19.1% | -18.3% |
| All | -54.5% | +206.7% | -261.2% | -74.6% |
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