+73.5%
BA vs CCL
-41.6%
+115.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -5.0% | +6.2% | +3.3% |
| 30D | -11.6% | -20.3% | +8.7% | -3.0% |
| 3M | -2.4% | -15.1% | +12.8% | +3.9% |
| 6M | -6.6% | -15.1% | +8.5% | -1.7% |
| YTD | -2.2% | -21.8% | +19.5% | +5.1% |
| 1Y | -8.0% | -24.8% | +16.8% | -0.7% |
| 3Y | -5.0% | +51.9% | -56.9% | -29.5% |
| 5Y | -2.7% | +4.0% | -6.8% | -24.3% |
| All | +73.5% | -41.6% | +115.0% | +35.5% |
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