+49.0%
CCL vs BBY
+38.4%
+10.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | -4.4% | +1.2% | -5.6% | -4.9% |
| 30D | -18.2% | +6.8% | -25.0% | -20.9% |
| 3M | -17.7% | +18.7% | -36.5% | -24.4% |
| 6M | -13.0% | +37.3% | -50.3% | -26.2% |
| YTD | -24.5% | +35.3% | -59.8% | -35.8% |
| 1Y | -26.9% | +20.7% | -47.6% | -34.5% |
| All | +49.0% | +38.4% | +10.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling