+40.8%
CCL vs WTW
+1,139.1%
-1,098.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | +0.1% |
| 7D | -0.1% | -2.7% | +2.6% | +1.2% |
| 30D | -20.0% | -5.6% | -14.3% | -17.7% |
| 3M | -13.7% | +26.5% | -40.2% | -24.0% |
| 6M | -9.0% | +8.1% | -17.2% | -14.2% |
| YTD | -22.8% | -0.3% | -22.5% | -24.6% |
| 1Y | -25.3% | -0.9% | -24.5% | -27.0% |
| 3Y | +54.1% | +66.6% | -12.6% | +12.8% |
| 5Y | +3.5% | +54.0% | -50.5% | -20.0% |
| 10Y | -41.0% | +198.1% | -239.2% | -65.7% |
| All | +40.8% | +1,139.1% | -1,098.3% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling