+9.3%
CCL vs BB
+329.7%
-320.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +3.1% |
| 7D | +3.1% | +15.0% | -11.9% | +0.5% |
| 30D | +17.5% | +3.5% | +14.0% | +16.3% |
| 3M | +6.8% | +2.7% | +4.1% | +5.3% |
| 6M | +18.7% | +44.7% | -26.0% | +7.7% |
| YTD | +3.0% | +143.3% | -140.2% | -15.9% |
| 1Y | +17.7% | +102.2% | -84.5% | -1.0% |
| 3Y | +155.6% | +156.1% | -0.5% | +97.6% |
| 5Y | +30.2% | -17.6% | +47.8% | +21.9% |
| 10Y | -28.5% | +29.0% | -57.4% | -44.9% |
| All | +9.3% | +329.7% | -320.4% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling