+118.2%
WFC vs CCL
-28.6%
+146.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.9% | +5.8% | -4.9% | -0.8% |
| 30D | +3.3% | +17.3% | -14.0% | -1.5% |
| 3M | -1.4% | +11.3% | -12.8% | -5.0% |
| 6M | +14.7% | +18.5% | -3.7% | +7.7% |
| YTD | -5.9% | +2.8% | -8.7% | -9.1% |
| 1Y | +1.8% | +16.7% | -14.9% | -5.6% |
| 3Y | +124.9% | +146.0% | -21.1% | +61.5% |
| 5Y | +92.7% | +33.6% | +59.1% | +50.9% |
| 10Y | +118.2% | -29.4% | +147.7% | +75.4% |
| All | +118.2% | -28.6% | +146.9% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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