-29.4%
CCL vs BBWI
-44.4%
+15.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +5.8% | -4.2% | +10.1% | +7.8% |
| 30D | +17.3% | +24.9% | -7.6% | +6.7% |
| 3M | +11.3% | +13.2% | -1.9% | +3.9% |
| 6M | +18.5% | +12.1% | +6.3% | +10.0% |
| YTD | +2.8% | +11.1% | -8.3% | -5.8% |
| 1Y | +16.7% | +0.7% | +16.0% | +8.8% |
| 3Y | +146.0% | -23.8% | +169.8% | +142.6% |
| 5Y | +33.6% | -66.9% | +100.6% | +80.6% |
| 10Y | -29.4% | -45.3% | +15.9% | -50.5% |
| All | -29.4% | -44.4% | +15.0% | -50.5% |
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