-41.7%
CCL vs BAH
+186.6%
-228.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -4.4% | -1.3% | -3.1% | -4.0% |
| 30D | -18.2% | -6.6% | -11.6% | -16.8% |
| 3M | -17.7% | -7.2% | -10.6% | -16.5% |
| 6M | -13.0% | -10.0% | -3.0% | -11.6% |
| YTD | -24.5% | -12.5% | -12.0% | -23.4% |
| 1Y | -26.9% | -27.9% | +1.0% | -21.8% |
| 3Y | +50.8% | -31.4% | +82.2% | +54.9% |
| 5Y | -0.9% | -3.2% | +2.3% | -12.6% |
| 10Y | -41.7% | +191.5% | -233.1% | -59.8% |
| All | -41.7% | +186.6% | -228.3% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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