+56.1%
CCL vs W
+41.4%
+14.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | -5.0% | -4.2% | -0.9% | -3.8% |
| 30D | -20.3% | -7.6% | -12.8% | -18.5% |
| 3M | -15.1% | +37.2% | -52.3% | -25.0% |
| 6M | -15.1% | +26.3% | -41.4% | -23.5% |
| YTD | -21.8% | -1.0% | -20.8% | -25.0% |
| 1Y | -24.8% | +20.1% | -44.9% | -33.6% |
| All | +56.1% | +41.4% | +14.7% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling