+56.1%
CCL vs BAX
-31.1%
+87.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -5.0% | -1.1% | -3.9% | -4.7% |
| 30D | -20.3% | -5.5% | -14.9% | -18.9% |
| 3M | -15.1% | +33.5% | -48.7% | -23.4% |
| 6M | -15.1% | +35.9% | -51.0% | -24.2% |
| YTD | -21.8% | +35.4% | -57.1% | -30.9% |
| 1Y | -24.8% | +9.8% | -34.5% | -29.5% |
| All | +56.1% | -31.1% | +87.3% | +69.1% |
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