+1,008.9%
BE vs CCL
-56.0%
+1,064.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.3% | +10.9% | +10.2% |
| 7D | +29.8% | -0.1% | +29.9% | +29.7% |
| 30D | +26.4% | -20.0% | +46.4% | +39.3% |
| 3M | +9.3% | -13.7% | +23.0% | +15.9% |
| 6M | +105.1% | -9.0% | +114.1% | +110.3% |
| YTD | +219.0% | -22.8% | +241.9% | +247.1% |
| 1Y | +418.8% | -25.3% | +444.1% | +469.1% |
| 3Y | +1,784.6% | +54.1% | +1,730.5% | +1,335.7% |
| 5Y | +1,251.0% | +3.5% | +1,247.5% | +1,013.8% |
| All | +1,008.9% | -56.0% | +1,064.9% | +838.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling