-41.7%
CCL vs BBWI
-58.2%
+16.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | +0.5% |
| 7D | -4.4% | -4.4% | 0.0% | -2.7% |
| 30D | -18.2% | -7.4% | -10.8% | -16.3% |
| 3M | -17.7% | -2.2% | -15.5% | -18.0% |
| 6M | -13.0% | -16.3% | +3.3% | -8.7% |
| YTD | -24.5% | -9.1% | -15.3% | -24.1% |
| 1Y | -26.9% | -34.5% | +7.6% | -17.9% |
| 3Y | +50.8% | -47.0% | +97.7% | +74.8% |
| 5Y | -0.9% | -68.8% | +67.9% | +38.5% |
| 10Y | -41.7% | -57.4% | +15.7% | -54.4% |
| All | -41.7% | -58.2% | +16.6% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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