-13.6%
BKNG vs CCL
+17.9%
-31.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.3% | +2.6% | +7.5% |
| 7D | +15.6% | +11.6% | +3.9% | +11.7% |
| 30D | +8.0% | +22.5% | -14.6% | +1.3% |
| 3M | -11.8% | +6.4% | -18.2% | -13.5% |
| 6M | +3.8% | +23.4% | -19.6% | -3.1% |
| YTD | -19.6% | +4.2% | -23.8% | -21.0% |
| 1Y | -13.6% | +21.9% | -35.5% | -17.6% |
| All | -13.6% | +17.9% | -31.5% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling