-41.0%
CCL vs W
+146.2%
-187.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -0.1% | +6.5% | -6.6% | -1.9% |
| 30D | -20.0% | -6.2% | -13.8% | -18.6% |
| 3M | -13.7% | +48.9% | -62.5% | -24.0% |
| 6M | -9.0% | +31.2% | -40.2% | -17.5% |
| YTD | -22.8% | -0.4% | -22.4% | -25.2% |
| 1Y | -25.3% | +14.8% | -40.1% | -31.6% |
| 3Y | +54.1% | +40.5% | +13.6% | +21.5% |
| 5Y | +3.5% | -62.1% | +65.6% | -8.5% |
| 10Y | -41.0% | +141.5% | -182.6% | -74.4% |
| All | -41.0% | +146.2% | -187.3% | -74.4% |
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