+133.6%
CCL vs WMB
+121.9%
+11.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.2% | +7.8% | -9.0% | -3.1% |
| 30D | +13.1% | -5.1% | +18.2% | +14.1% |
| 3M | +3.4% | -4.7% | +8.1% | +4.0% |
| 6M | +18.7% | -7.4% | +26.1% | +19.6% |
| YTD | -2.3% | +17.5% | -19.7% | -12.9% |
| 1Y | +14.2% | +19.5% | -5.3% | +0.6% |
| 3Y | +133.6% | +121.3% | +12.3% | +70.1% |
| All | +133.6% | +121.9% | +11.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 3y: compounded portfolio wealth divided by compounded WMB 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…
3y analysis · Full analysis span regression · 6 months rolling