+1.4%
CCL vs WM
+52.1%
-50.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -20.3% | -2.4% | -18.0% | -19.9% |
| 3M | -15.1% | +0.4% | -15.6% | -15.6% |
| 6M | -15.1% | -9.5% | -5.6% | -12.9% |
| YTD | -21.8% | +0.5% | -22.3% | -23.2% |
| 1Y | -24.8% | -1.1% | -23.7% | -25.7% |
| 3Y | +51.9% | +46.0% | +5.8% | +23.1% |
| All | +1.4% | +52.1% | -50.7% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling