-4.8%
CCL vs BAH
+1,056.2%
-1,061.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.6% |
| 7D | +3.1% | -3.5% | +6.7% | +4.1% |
| 30D | +13.7% | +24.3% | -10.6% | +7.2% |
| 3M | +3.8% | +16.3% | -12.5% | -0.8% |
| 6M | +9.3% | +13.6% | -4.3% | +4.4% |
| YTD | -1.1% | +3.5% | -4.6% | -4.3% |
| 1Y | +14.6% | +2.7% | +11.9% | +10.9% |
| 3Y | +146.4% | -26.6% | +173.0% | +152.4% |
| 5Y | +21.9% | +8.5% | +13.3% | +8.3% |
| 10Y | -29.4% | +225.1% | -254.5% | -53.9% |
| All | -4.8% | +1,056.2% | -1,061.0% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling