-38.6%
CCL vs WBD
+288.3%
-326.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.3% |
| 7D | -9.8% | +5.2% | -15.0% | -12.1% |
| 30D | -5.5% | +9.5% | -14.9% | -9.7% |
| 3M | -4.3% | -3.4% | -0.9% | -3.0% |
| 6M | -9.8% | -22.0% | +12.2% | +1.2% |
| YTD | +3.2% | -7.2% | +10.5% | -3.1% |
| 1Y | +49.8% | +28.0% | +21.7% | +19.5% |
| 3Y | -58.9% | -13.9% | -45.0% | -59.4% |
| 5Y | -49.6% | +5.6% | -55.2% | -56.3% |
| 10Y | -13.1% | +25.9% | -39.0% | -36.5% |
| All | -38.6% | +288.3% | -326.9% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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