-10.8%
BA vs CCL
+145.8%
-156.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -1.8% |
| 7D | -1.7% | +3.1% | -4.8% | -2.7% |
| 30D | -9.5% | +17.5% | -27.0% | -13.9% |
| 3M | -26.5% | +6.8% | -33.3% | -28.3% |
| 6M | -27.4% | +18.7% | -46.1% | -31.7% |
| YTD | -20.6% | +3.0% | -23.6% | -23.3% |
| 1Y | -11.4% | +17.7% | -29.1% | -18.3% |
| 3Y | -10.8% | +155.6% | -166.4% | -27.5% |
| All | -10.8% | +145.8% | -156.7% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling