-17.6%
BSX vs CCL
+48.2%
-65.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.2% |
| 7D | -7.0% | -4.4% | -2.7% | -6.5% |
| 30D | -10.9% | -18.2% | +7.3% | -8.6% |
| 3M | -8.2% | -17.7% | +9.5% | -6.1% |
| 6M | -37.5% | -13.0% | -24.5% | -36.8% |
| YTD | -52.8% | -24.5% | -28.4% | -51.6% |
| 1Y | -58.4% | -26.9% | -31.5% | -57.2% |
| All | -17.6% | +48.2% | -65.8% | -25.3% |
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