-30.8%
CCL vs WM
+324.5%
-355.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.0% |
| 7D | -1.5% | +0.8% | -2.3% | -2.1% |
| 30D | +16.5% | +13.8% | +2.6% | +6.8% |
| 3M | +11.2% | +6.4% | +4.8% | +6.3% |
| 6M | +22.6% | +13.2% | +9.4% | +11.0% |
| YTD | +2.6% | +10.8% | -8.2% | -7.3% |
| 1Y | +17.0% | +20.2% | -3.2% | -0.6% |
| 3Y | +145.5% | +46.5% | +99.1% | +70.2% |
| 5Y | +36.1% | +61.3% | -25.2% | -15.2% |
| All | -30.8% | +324.5% | -355.3% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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