+61.0%
BMY vs CCL
-42.0%
+103.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -6.4% | -4.3% | -2.1% | -6.1% |
| 30D | +0.2% | -19.0% | +19.2% | +1.8% |
| 3M | +16.0% | -13.1% | +29.0% | +17.0% |
| 6M | +8.3% | -13.3% | +21.6% | +9.1% |
| YTD | +22.2% | -25.2% | +47.4% | +24.2% |
| 1Y | +41.7% | -27.2% | +68.9% | +44.1% |
| 3Y | +20.7% | +49.2% | -28.5% | +14.8% |
| 5Y | +23.9% | +0.4% | +23.6% | +18.3% |
| All | +61.0% | -42.0% | +103.0% | +66.0% |
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