+391.8%
BAC vs CCL
-41.5%
+433.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -0.7% | -20.0% | +19.2% | +5.5% |
| 3M | +16.9% | -13.7% | +30.6% | +21.1% |
| 6M | +29.6% | -9.0% | +38.6% | +31.0% |
| YTD | +15.3% | -22.8% | +38.1% | +21.5% |
| 1Y | +28.8% | -25.3% | +54.1% | +36.1% |
| 3Y | +136.4% | +54.1% | +82.3% | +95.2% |
| 5Y | +72.9% | +3.5% | +69.4% | +46.0% |
| 10Y | +391.8% | -41.0% | +432.8% | +355.8% |
| All | +391.8% | -41.5% | +433.2% | +355.8% |
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