-41.6%
CCL vs WM
+306.5%
-348.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.9% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -20.3% | -2.4% | -18.0% | -19.2% |
| 3M | -15.1% | +0.4% | -15.6% | -16.3% |
| 6M | -15.1% | -9.5% | -5.6% | -10.9% |
| YTD | -21.8% | +0.5% | -22.3% | -24.4% |
| 1Y | -24.8% | -1.1% | -23.7% | -26.7% |
| 3Y | +51.9% | +46.0% | +5.8% | +3.7% |
| 5Y | +4.0% | +51.8% | -47.8% | -33.3% |
| All | -41.6% | +306.5% | -348.1% | -79.3% |
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