-34.0%
CCL vs WAB
+266.7%
-300.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.4% |
| 7D | -1.2% | +5.1% | -6.3% | -5.6% |
| 30D | +13.1% | +4.0% | +9.1% | +9.0% |
| 3M | +3.4% | +0.1% | +3.3% | +2.9% |
| 6M | +18.7% | +12.8% | +5.9% | +4.5% |
| YTD | -2.3% | +40.1% | -42.3% | -29.2% |
| 1Y | +14.2% | +46.4% | -32.2% | -20.4% |
| 3Y | +133.6% | +167.4% | -33.8% | -6.5% |
| 5Y | +33.5% | +215.0% | -181.5% | -52.7% |
| All | -34.0% | +266.7% | -300.7% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling