+1,093.0%
CCL vs BAX
+923.3%
+169.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +5.8% | +3.6% | +2.2% | +4.6% |
| 30D | +17.3% | +8.5% | +8.8% | +13.6% |
| 3M | +11.3% | -4.9% | +16.2% | +12.8% |
| 6M | +18.5% | +47.0% | -28.5% | +2.4% |
| YTD | +2.8% | +38.4% | -35.7% | -10.2% |
| 1Y | +16.7% | +49.1% | -32.4% | -0.7% |
| 3Y | +146.0% | -14.9% | +160.9% | +146.5% |
| 5Y | +33.6% | -63.1% | +96.8% | +77.0% |
| 10Y | -29.4% | -35.6% | +6.2% | -23.0% |
| All | +1,093.0% | +923.3% | +169.7% | +384.1% |
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 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