+1,376.8%
BAC vs CCL
+813.5%
+563.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -5.0% | +6.1% | +3.0% |
| 30D | -0.4% | -20.3% | +20.0% | +8.3% |
| 3M | +16.9% | -15.1% | +32.0% | +23.2% |
| 6M | +26.6% | -15.1% | +41.7% | +31.5% |
| YTD | +15.8% | -21.8% | +37.6% | +23.3% |
| 1Y | +27.2% | -24.8% | +52.0% | +35.9% |
| 3Y | +132.4% | +51.9% | +80.5% | +78.2% |
| 5Y | +72.6% | +4.0% | +68.5% | +31.7% |
| 10Y | +389.7% | -42.2% | +432.0% | +257.6% |
| All | +1,376.8% | +813.5% | +563.4% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling