-24.8%
CCL vs WTW
+3.0%
-27.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.4% |
| 7D | -5.0% | -2.6% | -2.4% | -4.7% |
| 30D | -20.3% | -1.0% | -19.4% | -20.2% |
| 3M | -15.1% | +29.9% | -45.1% | -18.2% |
| 6M | -15.1% | +10.7% | -25.8% | -15.2% |
| YTD | -21.8% | +2.6% | -24.4% | -19.8% |
| 1Y | -24.8% | +2.8% | -27.5% | -21.8% |
| All | -24.8% | +3.0% | -27.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling