-41.0%
CCL vs WWD
+476.2%
-517.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | +0.4% |
| 7D | -0.1% | +0.8% | -0.9% | -0.9% |
| 30D | -20.0% | -6.4% | -13.5% | -15.6% |
| 3M | -13.7% | -5.6% | -8.0% | -10.9% |
| 6M | -9.0% | -9.1% | +0.1% | -2.8% |
| YTD | -22.8% | +12.5% | -35.3% | -32.7% |
| 1Y | -25.3% | +41.3% | -66.6% | -47.3% |
| 3Y | +54.1% | +170.2% | -116.2% | -42.3% |
| 5Y | +3.5% | +192.5% | -189.0% | -64.3% |
| 10Y | -41.0% | +476.9% | -517.9% | -85.1% |
| All | -41.0% | +476.2% | -517.3% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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