-24.8%
CCL vs WAB
+48.2%
-72.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.5% |
| 7D | -5.0% | -3.2% | -1.8% | -2.3% |
| 30D | -20.3% | -4.4% | -15.9% | -17.3% |
| 3M | -15.1% | +7.9% | -23.0% | -22.4% |
| 6M | -15.1% | +8.7% | -23.8% | -24.0% |
| YTD | -21.8% | +33.0% | -54.8% | -41.9% |
| 1Y | -24.8% | +46.7% | -71.4% | -47.6% |
| All | -24.8% | +48.2% | -72.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling