-41.7%
CCL vs BAX
-37.8%
-3.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.4% |
| 7D | -4.4% | -5.1% | +0.7% | -2.3% |
| 30D | -18.2% | -12.2% | -6.0% | -13.7% |
| 3M | -17.7% | +21.8% | -39.5% | -24.8% |
| 6M | -13.0% | +36.3% | -49.3% | -24.3% |
| YTD | -24.5% | +27.8% | -52.3% | -33.5% |
| 1Y | -26.9% | -0.1% | -26.9% | -29.3% |
| 3Y | +50.8% | -33.3% | +84.1% | +68.1% |
| 5Y | -0.9% | -67.1% | +66.2% | +53.6% |
| 10Y | -41.7% | -36.9% | -4.8% | -23.8% |
| All | -41.7% | -37.8% | -3.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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