-31.2%
CCL vs WM
+339.4%
-370.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +1.3% |
| 7D | +2.6% | +1.2% | +1.4% | +1.9% |
| 30D | +13.1% | +13.1% | 0.0% | +4.1% |
| 3M | +3.3% | +3.6% | -0.3% | +0.4% |
| 6M | +8.7% | +8.1% | +0.6% | +1.6% |
| YTD | -1.6% | +8.9% | -10.5% | -10.1% |
| 1Y | +14.0% | +20.3% | -6.4% | -3.3% |
| 3Y | +145.1% | +46.2% | +99.0% | +69.7% |
| 5Y | +21.2% | +59.9% | -38.7% | -24.3% |
| All | -31.2% | +339.4% | -370.6% | -75.7% |
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