+3.5%
CCL vs W
-63.0%
+66.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -0.1% | +6.5% | -6.6% | -2.2% |
| 30D | -20.0% | -6.2% | -13.8% | -18.4% |
| 3M | -13.7% | +48.9% | -62.5% | -26.2% |
| 6M | -9.0% | +31.2% | -40.2% | -19.4% |
| YTD | -22.8% | -0.4% | -22.4% | -26.0% |
| 1Y | -25.3% | +14.8% | -40.1% | -33.3% |
| 3Y | +54.1% | +40.5% | +13.6% | +13.3% |
| 5Y | +3.5% | -62.1% | +65.6% | -22.8% |
| All | +3.5% | -63.0% | +66.5% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling