+58.7%
BMY vs CCL
-29.1%
+87.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.0% | -1.5% | -0.4% | -1.9% |
| 30D | +9.3% | +16.5% | -7.2% | +8.0% |
| 3M | -0.1% | +11.2% | -11.3% | -1.0% |
| 6M | +15.5% | +22.6% | -7.1% | +13.3% |
| YTD | +21.8% | +2.6% | +19.2% | +20.8% |
| 1Y | +34.9% | +17.0% | +17.9% | +32.3% |
| 3Y | +43.2% | +145.5% | -102.4% | +31.2% |
| 5Y | +30.7% | +36.1% | -5.4% | +22.0% |
| All | +58.7% | -29.1% | +87.9% | +63.4% |
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