+22.5%
BMY vs CCL
+55.0%
-32.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | 0.0% | -20.0% | +19.9% | +1.8% |
| 3M | +17.7% | -13.7% | +31.4% | +18.9% |
| 6M | +9.6% | -9.0% | +18.6% | +10.0% |
| YTD | +24.0% | -22.8% | +46.8% | +25.7% |
| 1Y | +45.1% | -25.3% | +70.4% | +47.2% |
| 3Y | +22.5% | +54.1% | -31.6% | +13.5% |
| All | +22.5% | +55.0% | -32.5% | +13.5% |
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