-34.0%
CCL vs W
+212.4%
-246.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.2% | +0.2% | -1.3% | -1.2% |
| 30D | +13.1% | +6.8% | +6.3% | +11.0% |
| 3M | +3.4% | +10.7% | -7.3% | +0.2% |
| 6M | +18.7% | +86.3% | -67.6% | -2.2% |
| YTD | -2.3% | +11.5% | -13.7% | -8.4% |
| 1Y | +14.2% | +5.1% | +9.1% | +8.5% |
| 3Y | +133.6% | +171.0% | -37.4% | +55.3% |
| 5Y | +33.5% | -56.6% | +90.1% | +14.1% |
| All | -34.0% | +212.4% | -246.4% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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