-0.9%
CCL vs WY
-20.4%
+19.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.8% |
| 7D | -4.4% | -1.7% | -2.7% | -3.1% |
| 30D | -18.2% | -9.9% | -8.3% | -11.3% |
| 3M | -17.7% | -7.5% | -10.2% | -13.0% |
| 6M | -13.0% | -5.1% | -7.9% | -9.7% |
| YTD | -24.5% | -2.1% | -22.4% | -24.5% |
| 1Y | -26.9% | -7.3% | -19.6% | -23.8% |
| 3Y | +50.8% | -22.6% | +73.4% | +77.1% |
| 5Y | -0.9% | -19.8% | +18.9% | +24.0% |
| All | -0.9% | -20.4% | +19.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling