-26.9%
CCL vs WAB
+47.7%
-74.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.0% |
| 7D | -4.4% | +0.2% | -4.6% | -4.6% |
| 30D | -18.2% | -4.6% | -13.6% | -14.9% |
| 3M | -17.7% | +5.6% | -23.4% | -23.2% |
| 6M | -13.0% | +13.8% | -26.8% | -25.8% |
| YTD | -24.5% | +31.9% | -56.3% | -43.6% |
| 1Y | -26.9% | +48.3% | -75.2% | -49.4% |
| All | -26.9% | +47.7% | -74.6% | -49.4% |
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