+911.5%
BE vs CCL
-55.5%
+966.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | -5.0% | +25.0% | +22.6% |
| 30D | +7.9% | -20.3% | +28.3% | +19.2% |
| 3M | -13.2% | -15.1% | +1.9% | -7.1% |
| 6M | +53.5% | -15.1% | +68.6% | +62.9% |
| YTD | +191.0% | -21.8% | +212.8% | +214.9% |
| 1Y | +360.5% | -24.8% | +385.3% | +403.9% |
| 3Y | +1,568.0% | +51.9% | +1,516.1% | +1,179.3% |
| 5Y | +1,055.2% | +4.0% | +1,051.1% | +850.3% |
| All | +911.5% | -55.5% | +966.9% | +751.1% |
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