+932.4%
BSX vs CCL
+629.8%
+302.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.0% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | +2.1% | +10.3% | -8.3% | -0.4% |
| 3M | -14.0% | +6.6% | -20.6% | -15.7% |
| 6M | -18.3% | +20.0% | -38.3% | -22.9% |
| YTD | -53.6% | -1.9% | -51.8% | -54.7% |
| 1Y | -57.6% | +10.4% | -68.0% | -59.9% |
| 3Y | -14.3% | +134.8% | -149.1% | -36.2% |
| 5Y | +5.1% | +34.0% | -28.9% | -18.2% |
| 10Y | +105.6% | -32.5% | +138.1% | +56.4% |
| All | +932.4% | +629.8% | +302.6% | +215.7% |
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