+155.6%
CCL vs WAB
+174.1%
-18.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -1.0% | -0.4% |
| 7D | +3.1% | +4.0% | -0.9% | -0.5% |
| 30D | +17.5% | +4.5% | +13.1% | +12.9% |
| 3M | +6.8% | +2.3% | +4.5% | +4.2% |
| 6M | +18.7% | +12.5% | +6.2% | +4.5% |
| YTD | +3.0% | +40.2% | -37.2% | -26.1% |
| 1Y | +17.7% | +45.2% | -27.5% | -18.2% |
| 3Y | +155.6% | +171.8% | -16.2% | +2.2% |
| All | +155.6% | +174.1% | -18.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling