+6.2%
WMT vs CCL
-27.7%
+33.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.5% | -4.3% | +1.8% | -2.2% |
| 30D | -6.4% | -19.0% | +12.5% | -5.2% |
| 3M | -12.1% | -13.1% | +1.0% | -11.4% |
| 6M | -15.0% | -13.3% | -1.7% | -14.5% |
| YTD | -4.5% | -25.2% | +20.7% | -3.7% |
| 1Y | +6.2% | -27.2% | +33.4% | +8.9% |
| All | +6.2% | -27.7% | +33.9% | +8.9% |
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