+263.5%
CCL vs WAB
+4,092.2%
-3,828.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -5.0% | -3.2% | -1.8% | -3.5% |
| 30D | -20.3% | -4.4% | -15.9% | -18.6% |
| 3M | -15.1% | +7.9% | -23.0% | -18.5% |
| 6M | -15.1% | +8.7% | -23.8% | -18.4% |
| YTD | -21.8% | +33.0% | -54.8% | -31.5% |
| 1Y | -24.8% | +46.7% | -71.4% | -37.1% |
| 3Y | +51.9% | +153.0% | -101.1% | 0.0% |
| 5Y | +4.0% | +222.3% | -218.2% | -36.7% |
| 10Y | -42.2% | +291.0% | -333.2% | -66.9% |
| All | +263.5% | +4,092.2% | -3,828.7% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling