-42.6%
CCL vs BBY
+252.7%
-295.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.8% | -0.4% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -17.8% | +9.4% | -27.2% | -22.0% |
| 3M | -18.7% | +19.3% | -38.0% | -26.7% |
| 6M | -11.4% | +47.9% | -59.3% | -30.0% |
| YTD | -24.3% | +39.6% | -63.9% | -38.7% |
| 1Y | -28.8% | +22.2% | -51.0% | -38.2% |
| 3Y | +49.3% | +45.0% | +4.4% | +11.9% |
| 5Y | +1.6% | +2.6% | -1.0% | -10.4% |
| All | -42.6% | +252.7% | -295.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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