+133.6%
CCL vs WELL
+204.0%
-70.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +13.1% | +5.7% | +7.5% | +11.8% |
| 3M | +3.4% | +4.6% | -1.3% | +2.3% |
| 6M | +18.7% | +11.9% | +6.9% | +15.7% |
| YTD | -2.3% | +33.6% | -35.8% | -8.9% |
| 1Y | +14.2% | +29.8% | -15.6% | +6.9% |
| 3Y | +133.6% | +202.2% | -68.6% | +66.5% |
| All | +133.6% | +204.0% | -70.5% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 3y: compounded portfolio wealth divided by compounded WELL 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…
3y analysis · Full analysis span regression · 6 months rolling