+133.6%
CCL vs BBY
+89.3%
+44.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -1.2% | +4.5% | -5.6% | -3.1% |
| 30D | +13.1% | +16.8% | -3.7% | +5.4% |
| 3M | +3.4% | +23.2% | -19.8% | -6.6% |
| 6M | +18.7% | +91.9% | -73.2% | -14.0% |
| YTD | -2.3% | +61.6% | -63.9% | -23.5% |
| 1Y | +14.2% | +43.9% | -29.7% | -5.4% |
| 3Y | +133.6% | +88.6% | +44.9% | +58.4% |
| All | +133.6% | +89.3% | +44.2% | +58.4% |
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