+97.9%
BAC vs CCL
+136.4%
-38.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.2% | -1.2% | +4.4% | +3.5% |
| 30D | -0.7% | +13.1% | -13.8% | -4.0% |
| 3M | -20.0% | +3.4% | -23.4% | -20.9% |
| 6M | +3.4% | +18.7% | -15.3% | -2.4% |
| YTD | -5.7% | -2.3% | -3.5% | -7.1% |
| 1Y | -1.4% | +14.2% | -15.6% | -7.5% |
| 3Y | +97.9% | +133.6% | -35.7% | +46.3% |
| All | +97.9% | +136.4% | -38.4% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling