+807.8%
CCL vs WY
+688.1%
+119.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -5.0% | -1.7% | -3.3% | -4.1% |
| 30D | -20.3% | -10.1% | -10.3% | -15.7% |
| 3M | -15.1% | -5.1% | -10.0% | -13.0% |
| 6M | -15.1% | -4.8% | -10.3% | -12.8% |
| YTD | -21.8% | -0.2% | -21.5% | -22.2% |
| 1Y | -24.8% | -6.6% | -18.2% | -22.6% |
| 3Y | +51.9% | -22.7% | +74.6% | +71.6% |
| 5Y | +4.0% | -22.2% | +26.3% | +19.6% |
| 10Y | -42.2% | +7.3% | -49.5% | -42.4% |
| All | +807.8% | +688.1% | +119.7% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling