-7.2%
CCL vs WU
-21.8%
+14.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -1.1% |
| 7D | -1.2% | -2.0% | +0.9% | -0.1% |
| 30D | +13.1% | +11.4% | +1.7% | +5.8% |
| 3M | +3.4% | -6.8% | +10.2% | +6.6% |
| 6M | +18.7% | -14.6% | +33.3% | +25.8% |
| YTD | -2.3% | -20.6% | +18.4% | +7.2% |
| 1Y | +14.2% | -15.4% | +29.6% | +20.2% |
| 3Y | +133.6% | -23.6% | +157.2% | +151.9% |
| 5Y | +33.5% | -43.4% | +76.9% | +71.3% |
| 10Y | -32.8% | -38.8% | +6.0% | -14.1% |
| All | -7.2% | -21.8% | +14.6% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling