+56.1%
CCL vs BBWI
-42.5%
+98.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.9% |
| 7D | -5.0% | +1.5% | -6.6% | -5.6% |
| 30D | -20.3% | -5.2% | -15.2% | -19.2% |
| 3M | -15.1% | +11.1% | -26.3% | -19.2% |
| 6M | -15.1% | -13.4% | -1.7% | -12.3% |
| YTD | -21.8% | +0.1% | -21.9% | -23.8% |
| 1Y | -24.8% | -36.1% | +11.3% | -13.5% |
| All | +56.1% | -42.5% | +98.6% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling