-29.4%
CCL vs BB
+28.9%
-58.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +5.8% | +11.6% | -5.8% | +2.5% |
| 30D | +17.3% | +2.6% | +14.7% | +15.5% |
| 3M | +11.3% | +3.5% | +7.8% | +8.4% |
| 6M | +18.5% | +43.5% | -25.0% | +0.5% |
| YTD | +2.8% | +141.2% | -138.4% | -27.2% |
| 1Y | +16.7% | +97.4% | -80.7% | -12.6% |
| 3Y | +146.0% | +151.1% | -5.1% | +56.6% |
| 5Y | +33.6% | -12.8% | +46.4% | +14.7% |
| 10Y | -29.4% | +27.5% | -56.9% | -66.4% |
| All | -29.4% | +28.9% | -58.4% | -66.4% |
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