-53.0%
CCL vs TW
+221.1%
-274.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -5.0% | -2.3% | -2.7% | -4.1% |
| 30D | -20.3% | +3.9% | -24.3% | -21.8% |
| 3M | -15.1% | +5.7% | -20.8% | -18.2% |
| 6M | -15.1% | -14.5% | -0.6% | -10.5% |
| YTD | -21.8% | -0.9% | -20.9% | -23.8% |
| 1Y | -24.8% | -13.5% | -11.3% | -21.8% |
| 3Y | +51.9% | +25.0% | +26.9% | +24.2% |
| 5Y | +4.0% | +22.7% | -18.6% | -16.9% |
| All | -53.0% | +221.1% | -274.1% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling