+1,673.5%
BMY vs CCL
+1,041.5%
+632.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +7.0% | +13.1% | -6.1% | +5.1% |
| 3M | -0.9% | +3.4% | -4.2% | -1.6% |
| 6M | +14.9% | +18.7% | -3.8% | +11.5% |
| YTD | +22.8% | -2.3% | +25.1% | +21.6% |
| 1Y | +36.2% | +14.2% | +22.0% | +31.7% |
| 3Y | +45.7% | +133.6% | -87.9% | +23.6% |
| 5Y | +31.3% | +33.5% | -2.2% | +13.5% |
| 10Y | +60.6% | -32.8% | +93.4% | +35.8% |
| All | +1,673.5% | +1,041.5% | +632.0% | +701.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling