+26.5%
BAC vs CCL
-23.9%
+50.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.6% | -5.0% | +5.6% | +1.6% |
| 30D | -0.9% | -20.3% | +19.4% | +3.5% |
| 3M | +16.3% | -15.1% | +31.5% | +19.5% |
| 6M | +26.0% | -15.1% | +41.1% | +28.4% |
| YTD | +15.2% | -21.8% | +37.0% | +19.3% |
| 1Y | +26.5% | -24.8% | +51.3% | +31.3% |
| All | +26.5% | -23.9% | +50.5% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling