-23.1%
CCL vs WING
+719.8%
-742.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.2% | +1.8% |
| 7D | +3.1% | +8.6% | -5.5% | +0.7% |
| 30D | +17.5% | +44.8% | -27.2% | +5.6% |
| 3M | +6.8% | +51.9% | -45.1% | -6.0% |
| 6M | +18.7% | +37.2% | -18.5% | +6.4% |
| YTD | +3.0% | -25.3% | +28.3% | +7.6% |
| 1Y | +17.7% | -25.1% | +42.8% | +22.5% |
| 3Y | +155.6% | -12.9% | +168.5% | +138.9% |
| 5Y | +30.2% | +12.0% | +18.2% | +5.9% |
| 10Y | -28.5% | +716.5% | -745.0% | -62.1% |
| All | -23.1% | +719.8% | -742.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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