+251.7%
BAC vs CCL
-27.9%
+279.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +1.1% |
| 7D | +2.0% | +3.1% | -1.1% | +1.1% |
| 30D | -6.9% | +17.5% | -24.5% | -11.2% |
| 3M | -19.6% | +6.8% | -26.4% | -21.6% |
| 6M | -0.5% | +18.7% | -19.2% | -6.5% |
| YTD | -6.6% | +3.0% | -9.6% | -9.7% |
| 1Y | -3.0% | +17.7% | -20.7% | -10.0% |
| 3Y | +97.3% | +155.6% | -58.3% | +40.8% |
| 5Y | +21.9% | +30.2% | -8.3% | -3.6% |
| 10Y | +251.7% | -28.5% | +280.1% | +204.9% |
| All | +251.7% | -27.9% | +279.5% | +204.9% |
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