+36.1%
CCL vs TW
+41.3%
-5.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -1.5% | +2.8% | -4.4% | -2.7% |
| 30D | +16.5% | +18.1% | -1.6% | +8.6% |
| 3M | +11.2% | +25.2% | -14.0% | +0.8% |
| 6M | +22.6% | +19.1% | +3.5% | +12.4% |
| YTD | +2.6% | +21.9% | -19.3% | -8.6% |
| 1Y | +17.0% | +18.9% | -2.0% | +5.6% |
| 3Y | +145.5% | +41.7% | +103.8% | +80.8% |
| 5Y | +36.1% | +40.4% | -4.3% | -15.9% |
| All | +36.1% | +41.3% | -5.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling