+7.0%
WMT vs CCL
-23.9%
+31.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | -5.0% | +9.0% | +4.3% |
| 30D | -4.4% | -20.3% | +15.9% | -3.2% |
| 3M | -8.8% | -15.1% | +6.4% | -8.0% |
| 6M | -15.6% | -15.1% | -0.5% | -15.2% |
| YTD | -3.2% | -21.8% | +18.6% | -2.7% |
| 1Y | +7.0% | -24.8% | +31.8% | +10.2% |
| All | +7.0% | -23.9% | +31.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling