-3.8%
CCL vs W
+224.6%
-228.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +3.0% |
| 7D | +3.1% | +3.3% | -0.2% | +2.3% |
| 30D | +17.5% | +10.5% | +7.0% | +14.6% |
| 3M | +6.8% | +9.6% | -2.8% | +4.1% |
| 6M | +18.7% | +76.4% | -57.7% | +1.1% |
| YTD | +3.0% | +16.4% | -13.4% | -3.7% |
| 1Y | +17.7% | +9.3% | +8.4% | +11.4% |
| 3Y | +155.6% | +172.8% | -17.2% | +77.8% |
| 5Y | +30.2% | -53.4% | +83.5% | +11.2% |
| 10Y | -28.5% | +243.6% | -272.1% | -66.1% |
| All | -3.8% | +224.6% | -228.5% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling