+795.8%
CCL vs BBY
+74,802.5%
-74,006.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -0.1% | +8.1% | -8.2% | -2.2% |
| 30D | -20.0% | +8.9% | -28.9% | -21.9% |
| 3M | -13.7% | +22.0% | -35.7% | -18.3% |
| 6M | -9.0% | +37.8% | -46.8% | -17.0% |
| YTD | -22.8% | +37.3% | -60.1% | -29.7% |
| 1Y | -25.3% | +21.6% | -46.9% | -29.8% |
| 3Y | +54.1% | +41.5% | +12.6% | +37.9% |
| 5Y | +3.5% | +1.2% | +2.2% | +1.3% |
| 10Y | -41.0% | +237.8% | -278.8% | -56.2% |
| All | +795.8% | +74,802.5% | -74,006.7% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling