+1,064.4%
BAC vs CCL
+1,055.2%
+9.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.2% | +3.1% | -4.3% | -2.4% |
| 30D | -7.7% | +13.7% | -21.4% | -12.2% |
| 3M | -21.2% | +3.8% | -25.0% | -23.1% |
| 6M | -6.8% | +9.3% | -16.1% | -11.8% |
| YTD | -8.7% | -1.1% | -7.6% | -11.8% |
| 1Y | -5.3% | +14.6% | -19.8% | -14.0% |
| 3Y | +87.4% | +146.4% | -59.0% | +18.8% |
| 5Y | +18.9% | +21.9% | -2.9% | -14.6% |
| 10Y | +273.3% | -29.4% | +302.7% | +152.0% |
| All | +1,064.4% | +1,055.2% | +9.2% | +229.8% |
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 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