-29.4%
CCL vs WEC
+186.5%
-216.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.8% | +1.4% | +4.4% | +5.6% |
| 30D | +17.3% | +12.8% | +4.5% | +14.8% |
| 3M | +11.3% | +11.2% | +0.1% | +9.3% |
| 6M | +18.5% | +6.6% | +11.8% | +17.0% |
| YTD | +2.8% | +13.8% | -11.0% | +0.3% |
| 1Y | +16.7% | +7.6% | +9.1% | +15.0% |
| 3Y | +146.0% | +62.2% | +83.8% | +123.0% |
| 5Y | +33.6% | +52.0% | -18.3% | +22.0% |
| 10Y | -29.4% | +189.4% | -218.8% | -39.3% |
| All | -29.4% | +186.5% | -216.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling