+130.8%
WMT vs CCL
+1.3%
+129.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | 0.0% |
| 7D | -0.2% | -4.4% | +4.1% | +0.1% |
| 30D | -5.8% | -18.2% | +12.4% | -4.3% |
| 3M | -10.8% | -17.7% | +6.9% | -9.5% |
| 6M | -14.3% | -13.0% | -1.3% | -13.8% |
| YTD | -4.4% | -24.5% | +20.1% | -2.9% |
| 1Y | +4.3% | -26.9% | +31.3% | +6.1% |
| 3Y | +100.1% | +50.8% | +49.3% | +90.3% |
| 5Y | +130.8% | -0.9% | +131.8% | +113.0% |
| All | +130.8% | +1.3% | +129.5% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling