-22.1%
BA vs CCL
+21.4%
-43.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.1% | +3.1% | -2.0% | 0.0% |
| 30D | -7.9% | +13.7% | -21.6% | -11.8% |
| 3M | -25.3% | +3.8% | -29.1% | -26.7% |
| 6M | -24.6% | +9.3% | -33.8% | -27.5% |
| YTD | -20.1% | -1.1% | -19.1% | -22.0% |
| 1Y | -11.8% | +14.6% | -26.3% | -18.2% |
| 3Y | -10.1% | +146.4% | -156.5% | -38.1% |
| All | -22.1% | +21.4% | -43.5% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling