+155.6%
CCL vs BAX
-17.7%
+173.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.4% |
| 7D | +3.1% | +9.0% | -6.0% | +0.2% |
| 30D | +17.5% | +8.5% | +9.1% | +14.1% |
| 3M | +6.8% | -4.1% | +10.9% | +8.0% |
| 6M | +18.7% | +46.9% | -28.2% | +3.2% |
| YTD | +3.0% | +38.4% | -35.4% | -10.1% |
| 1Y | +17.7% | +47.0% | -29.3% | +0.7% |
| 3Y | +155.6% | -14.9% | +170.5% | +138.9% |
| All | +155.6% | -17.7% | +173.3% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling