+1,749.1%
BMY vs CCL
+813.5%
+935.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | -5.0% | +5.4% | +1.1% |
| 30D | +5.0% | -20.3% | +25.4% | +8.3% |
| 3M | +19.4% | -15.1% | +34.5% | +21.8% |
| 6M | +9.5% | -15.1% | +24.6% | +11.2% |
| YTD | +28.1% | -21.8% | +49.8% | +31.1% |
| 1Y | +50.0% | -24.8% | +74.8% | +53.9% |
| 3Y | +24.1% | +51.9% | -27.8% | +11.9% |
| 5Y | +25.0% | +4.0% | +20.9% | +12.0% |
| 10Y | +68.7% | -42.2% | +110.9% | +45.3% |
| All | +1,749.1% | +813.5% | +935.7% | +763.7% |
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