-41.7%
CCL vs BB
+2.1%
-43.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.7% |
| 7D | -4.4% | +1.8% | -6.2% | -4.9% |
| 30D | -18.2% | -12.2% | -6.0% | -15.3% |
| 3M | -17.7% | -12.3% | -5.4% | -16.6% |
| 6M | -13.0% | +122.7% | -135.7% | -36.1% |
| YTD | -24.5% | +104.5% | -129.0% | -43.0% |
| 1Y | -26.9% | +106.7% | -133.6% | -46.0% |
| 3Y | +50.8% | +70.0% | -19.2% | +9.0% |
| 5Y | -0.9% | -27.8% | +26.8% | -9.6% |
| 10Y | -41.7% | +2.4% | -44.1% | -70.6% |
| All | -41.7% | +2.1% | -43.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling