+26.6%
BA vs CCL
-28.6%
+55.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +5.8% | -5.8% | -2.4% |
| 30D | -8.9% | +17.3% | -26.2% | -15.2% |
| 3M | -25.5% | +11.3% | -36.9% | -29.5% |
| 6M | -27.0% | +18.5% | -45.4% | -33.1% |
| YTD | -20.1% | +2.8% | -22.9% | -24.1% |
| 1Y | -11.0% | +16.7% | -27.7% | -20.4% |
| 3Y | -11.8% | +146.0% | -157.9% | -46.8% |
| 5Y | -20.6% | +33.6% | -54.3% | -44.5% |
| 10Y | +26.6% | -29.4% | +56.1% | -9.0% |
| All | +26.6% | -28.6% | +55.3% | -9.0% |
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 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