-29.4%
CCL vs WU
-37.2%
+7.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.8% |
| 7D | -1.5% | +2.1% | -3.7% | -3.5% |
| 30D | +16.5% | +10.1% | +6.3% | +8.5% |
| 3M | +11.2% | -1.1% | +12.3% | +10.7% |
| 6M | +22.6% | -19.8% | +42.4% | +36.9% |
| YTD | +2.6% | -20.8% | +23.3% | +14.3% |
| 1Y | +17.0% | -15.1% | +32.1% | +23.4% |
| 3Y | +145.5% | -23.2% | +168.8% | +163.1% |
| 5Y | +36.1% | -42.6% | +78.7% | +81.6% |
| 10Y | -29.4% | -38.9% | +9.5% | -1.8% |
| All | -29.4% | -37.2% | +7.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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