+3.5%
CCL vs BBWI
-66.8%
+70.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +0.1% |
| 7D | -0.1% | +1.6% | -1.7% | -0.9% |
| 30D | -20.0% | -6.2% | -13.8% | -18.3% |
| 3M | -13.7% | +4.3% | -18.0% | -16.5% |
| 6M | -9.0% | -7.2% | -1.9% | -8.6% |
| YTD | -22.8% | -3.0% | -19.8% | -24.8% |
| 1Y | -25.3% | -30.8% | +5.4% | -16.4% |
| 3Y | +54.1% | -43.4% | +97.5% | +73.6% |
| 5Y | +3.5% | -66.7% | +70.2% | +50.0% |
| All | +3.5% | -66.8% | +70.3% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling