+81.0%
BSX vs CCL
-41.3%
+122.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -10.1% | -3.2% | -6.9% | -9.6% |
| 30D | -16.4% | -17.8% | +1.4% | -13.5% |
| 3M | -8.9% | -18.7% | +9.8% | -5.7% |
| 6M | -38.3% | -11.4% | -26.9% | -37.7% |
| YTD | -54.9% | -24.3% | -30.6% | -53.4% |
| 1Y | -58.8% | -28.8% | -30.0% | -57.2% |
| 3Y | -21.2% | +49.3% | -70.5% | -30.7% |
| 5Y | -3.3% | +1.6% | -4.9% | -14.1% |
| All | +81.0% | -41.3% | +122.2% | +65.4% |
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