-25.3%
CCL vs BBWI
-30.9%
+5.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.5% |
| 7D | -0.1% | +1.6% | -1.7% | -0.6% |
| 30D | -20.0% | -6.2% | -13.8% | -18.8% |
| 3M | -13.7% | +4.3% | -18.0% | -14.9% |
| 6M | -9.0% | -7.2% | -1.9% | -8.6% |
| YTD | -22.8% | -3.0% | -19.8% | -22.6% |
| All | -25.3% | -30.9% | +5.5% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling