+1,034.4%
CCL vs WY
+612.4%
+421.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.3% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | +13.1% | +10.1% | +3.0% | +7.2% |
| 3M | +3.4% | -15.4% | +18.8% | +12.5% |
| 6M | +18.7% | -8.3% | +27.0% | +23.5% |
| YTD | -2.3% | -9.8% | +7.6% | +2.2% |
| 1Y | +14.2% | -3.9% | +18.1% | +15.4% |
| 3Y | +133.6% | -23.3% | +156.9% | +163.5% |
| 5Y | +33.5% | -31.2% | +64.7% | +63.4% |
| 10Y | -32.8% | +5.5% | -38.3% | -31.9% |
| All | +1,034.4% | +612.4% | +421.9% | +355.6% |
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