+641.7%
BE vs CCL
-41.5%
+683.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.3% |
| 7D | -13.4% | +5.8% | -19.2% | -15.4% |
| 30D | -33.9% | +17.3% | -51.2% | -38.3% |
| 3M | -12.0% | +11.3% | -23.3% | -15.8% |
| 6M | -29.0% | +18.5% | -47.4% | -34.3% |
| YTD | +113.4% | +2.8% | +110.6% | +105.4% |
| 1Y | +33.2% | +16.7% | +16.4% | +21.0% |
| 3Y | +1,659.2% | +146.0% | +1,513.2% | +997.8% |
| 5Y | +461.4% | +33.6% | +427.7% | +315.4% |
| All | +641.7% | -41.5% | +683.1% | +455.0% |
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