+10,793.7%
WMT vs CCL
+1,041.5%
+9,752.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | +10.3% | +13.1% | -2.9% | +8.2% |
| 3M | +11.0% | +3.4% | +7.6% | +10.1% |
| 6M | -2.3% | +18.7% | -21.0% | -5.5% |
| YTD | +15.7% | -2.3% | +18.0% | +14.3% |
| 1Y | +26.0% | +14.2% | +11.8% | +21.3% |
| 3Y | +136.5% | +133.6% | +2.9% | +99.0% |
| 5Y | +176.8% | +33.5% | +143.3% | +138.1% |
| 10Y | +537.5% | -32.8% | +570.3% | +430.4% |
| All | +10,793.7% | +1,041.5% | +9,752.2% | +3,208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling