+3.5%
CCL vs BAX
-67.0%
+70.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.4% | +0.1% |
| 7D | -0.1% | -2.4% | +2.3% | +0.8% |
| 30D | -20.0% | -9.7% | -10.2% | -16.9% |
| 3M | -13.7% | +29.3% | -42.9% | -22.2% |
| 6M | -9.0% | +40.7% | -49.7% | -20.8% |
| YTD | -22.8% | +30.3% | -53.1% | -31.8% |
| 1Y | -25.3% | +3.4% | -28.7% | -28.6% |
| 3Y | +54.1% | -32.0% | +86.1% | +69.6% |
| 5Y | +3.5% | -66.9% | +70.3% | +58.6% |
| All | +3.5% | -67.0% | +70.5% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling