+54.1%
CCL vs TW
+21.9%
+32.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.9% |
| 7D | -0.1% | -3.5% | +3.3% | +0.3% |
| 30D | -20.0% | +0.5% | -20.5% | -20.1% |
| 3M | -13.7% | +4.9% | -18.6% | -14.5% |
| 6M | -9.0% | -17.1% | +8.1% | -5.7% |
| YTD | -22.8% | -3.9% | -19.0% | -23.0% |
| 1Y | -25.3% | -13.3% | -12.1% | -23.5% |
| 3Y | +54.1% | +20.9% | +33.2% | +32.5% |
| All | +54.1% | +21.9% | +32.2% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling