-24.7%
CCL vs BAH
+886.2%
-910.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | -20.3% | +2.0% | -22.4% | -20.9% |
| 3M | -15.1% | -7.6% | -7.5% | -13.8% |
| 6M | -15.1% | -5.7% | -9.4% | -14.9% |
| YTD | -21.8% | -11.7% | -10.1% | -20.8% |
| 1Y | -24.8% | -27.4% | +2.6% | -19.8% |
| 3Y | +51.9% | -32.5% | +84.4% | +58.7% |
| 5Y | +4.0% | -3.3% | +7.4% | -4.7% |
| 10Y | -42.2% | +186.0% | -228.2% | -60.8% |
| All | -24.7% | +886.2% | -910.9% | -65.6% |
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