+39.8%
BKNG vs CCL
+46.7%
-6.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -10.7% | -4.3% | -6.4% | -9.3% |
| 30D | -18.1% | -19.0% | +0.9% | -12.4% |
| 3M | +8.5% | -13.1% | +21.6% | +13.4% |
| 6M | -0.1% | -13.3% | +13.2% | +3.7% |
| YTD | -18.2% | -25.2% | +7.0% | -11.4% |
| 1Y | -19.9% | -27.2% | +7.3% | -13.0% |
| All | +39.8% | +46.7% | -6.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling