-29.4%
CCL vs BAX
-34.5%
+5.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +5.8% | +3.6% | +2.2% | +4.4% |
| 30D | +17.3% | +8.5% | +8.8% | +13.0% |
| 3M | +11.3% | -4.9% | +16.2% | +13.1% |
| 6M | +18.5% | +47.0% | -28.5% | -0.5% |
| YTD | +2.8% | +38.4% | -35.7% | -12.9% |
| 1Y | +16.7% | +49.1% | -32.4% | -4.2% |
| 3Y | +146.0% | -14.9% | +160.9% | +145.4% |
| 5Y | +33.6% | -63.1% | +96.8% | +97.0% |
| 10Y | -29.4% | -35.6% | +6.2% | -5.4% |
| All | -29.4% | -34.5% | +5.0% | -5.4% |
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