+10.4%
CCL vs BAX
+40.9%
-30.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +10.3% | +3.4% | +6.9% | +8.7% |
| 3M | +6.6% | -4.5% | +11.0% | +8.3% |
| 6M | +20.0% | +44.0% | -24.0% | +2.7% |
| YTD | -1.9% | +34.9% | -36.8% | -19.2% |
| 1Y | +10.4% | +37.9% | -27.5% | -10.9% |
| All | +10.4% | +40.9% | -30.5% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling