-64.9%
CCL vs WBD
+40.9%
-105.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +1.2% |
| 7D | +1.7% | -13.9% | +15.6% | +7.5% |
| 30D | +0.9% | -7.6% | +8.4% | +2.8% |
| 3M | -26.5% | -28.3% | +1.8% | -16.1% |
| 6M | +21.6% | -22.3% | +44.0% | +31.6% |
| YTD | +58.3% | +6.9% | +51.5% | +45.3% |
| 1Y | +30.5% | -6.2% | +36.7% | +27.2% |
| 3Y | -23.7% | -55.8% | +32.1% | -7.1% |
| 5Y | -76.8% | -69.3% | -7.6% | -65.8% |
| 10Y | -57.4% | -76.8% | +19.4% | -34.3% |
| All | -64.9% | +40.9% | -105.9% | -76.9% |
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