-7.7%
CCL vs W
+210.4%
-218.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +3.1% | -3.6% | +6.7% | +4.1% |
| 30D | +13.7% | +7.0% | +6.7% | +11.7% |
| 3M | +3.8% | +7.4% | -3.6% | +1.7% |
| 6M | +9.3% | +69.3% | -60.0% | -6.0% |
| YTD | -1.1% | +11.3% | -12.4% | -6.6% |
| 1Y | +14.6% | +13.2% | +1.3% | +7.4% |
| 3Y | +146.4% | +142.0% | +4.4% | +76.3% |
| 5Y | +21.9% | -54.6% | +76.5% | +4.9% |
| 10Y | -29.4% | +243.7% | -273.2% | -66.3% |
| All | -7.7% | +210.4% | -218.1% | -56.3% |
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