-34.0%
CCL vs WY
+5.0%
-39.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.8% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | +13.1% | +10.1% | +3.0% | +4.3% |
| 3M | +3.4% | -15.4% | +18.8% | +17.1% |
| 6M | +18.7% | -8.3% | +27.0% | +25.3% |
| YTD | -2.3% | -9.8% | +7.6% | +3.6% |
| 1Y | +14.2% | -3.9% | +18.1% | +14.8% |
| 3Y | +133.6% | -23.3% | +156.9% | +173.1% |
| 5Y | +33.5% | -31.2% | +64.7% | +74.8% |
| All | -34.0% | +5.0% | -39.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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