+807.8%
CCL vs BAX
+900.4%
-92.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -5.0% | -1.1% | -3.9% | -4.6% |
| 30D | -20.3% | -5.5% | -14.9% | -18.8% |
| 3M | -15.1% | +33.5% | -48.7% | -23.7% |
| 6M | -15.1% | +35.9% | -51.0% | -24.3% |
| YTD | -21.8% | +35.4% | -57.1% | -30.8% |
| 1Y | -24.8% | +9.8% | -34.5% | -29.1% |
| 3Y | +51.9% | -32.7% | +84.6% | +65.4% |
| 5Y | +4.0% | -65.6% | +69.6% | +41.4% |
| 10Y | -42.2% | -34.9% | -7.3% | -36.9% |
| All | +807.8% | +900.4% | -92.7% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling