-4.7%
BAC vs CCL
+11.3%
-16.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.6% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | -6.4% | +10.3% | -16.7% | -8.2% |
| 3M | -21.7% | +6.6% | -28.2% | -22.5% |
| 6M | +0.5% | +20.0% | -19.5% | -4.0% |
| YTD | -6.7% | -1.9% | -4.8% | -7.1% |
| 1Y | -4.7% | +10.4% | -15.1% | -7.6% |
| All | -4.7% | +11.3% | -16.0% | -7.6% |
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