+71.4%
BAC vs CCL
+5.2%
+66.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -5.0% | +6.1% | +2.3% |
| 30D | -0.4% | -20.3% | +20.0% | +5.0% |
| 3M | +16.9% | -15.1% | +32.0% | +20.9% |
| 6M | +26.6% | -15.1% | +41.7% | +29.9% |
| YTD | +15.8% | -21.8% | +37.6% | +20.8% |
| 1Y | +27.2% | -24.8% | +52.0% | +33.1% |
| 3Y | +132.4% | +51.9% | +80.5% | +100.2% |
| All | +71.4% | +5.2% | +66.2% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling