+23.3%
BA vs CCL
-32.5%
+55.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | -7.1% | +13.1% | -20.3% | -12.2% |
| 3M | -25.5% | +3.4% | -28.9% | -27.4% |
| 6M | -28.7% | +18.7% | -47.4% | -34.7% |
| YTD | -21.0% | -2.3% | -18.8% | -23.4% |
| 1Y | -11.9% | +14.2% | -26.1% | -20.5% |
| 3Y | -16.2% | +133.6% | -149.7% | -48.3% |
| 5Y | -22.4% | +33.5% | -55.9% | -45.9% |
| All | +23.3% | -32.5% | +55.8% | -9.1% |
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