+428.1%
WMT vs CCL
-41.3%
+469.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | 0.0% | -3.2% | +3.2% | +0.2% |
| 30D | -7.4% | -17.8% | +10.4% | -6.6% |
| 3M | -10.9% | -18.7% | +7.8% | -10.0% |
| 6M | -12.7% | -11.4% | -1.3% | -12.4% |
| YTD | -3.2% | -24.3% | +21.1% | -2.3% |
| 1Y | +5.3% | -28.8% | +34.1% | +6.4% |
| 3Y | +101.9% | +49.3% | +52.5% | +96.4% |
| 5Y | +134.6% | +1.6% | +133.0% | +126.4% |
| All | +428.1% | -41.3% | +469.3% | +444.6% |
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