+3.5%
CCL vs WAB
+231.1%
-227.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.9% |
| 7D | -0.1% | +1.7% | -1.8% | -1.8% |
| 30D | -20.0% | -2.4% | -17.6% | -18.0% |
| 3M | -13.7% | +9.7% | -23.3% | -23.0% |
| 6M | -9.0% | +16.5% | -25.5% | -23.7% |
| YTD | -22.8% | +33.7% | -56.5% | -44.0% |
| 1Y | -25.3% | +49.7% | -75.0% | -52.0% |
| 3Y | +54.1% | +170.9% | -116.9% | -50.1% |
| 5Y | +3.5% | +228.0% | -224.6% | -73.0% |
| All | +3.5% | +231.1% | -227.6% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling