-42.6%
CCL vs BDX
+59.3%
-101.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -3.2% | -3.2% | -0.1% | -1.9% |
| 30D | -17.8% | -2.5% | -15.2% | -16.9% |
| 3M | -18.7% | +21.4% | -40.1% | -25.7% |
| 6M | -11.4% | +10.4% | -21.8% | -15.4% |
| YTD | -24.3% | +18.8% | -43.1% | -30.2% |
| 1Y | -28.8% | +21.7% | -50.5% | -35.1% |
| 3Y | +49.3% | -10.0% | +59.3% | +52.3% |
| 5Y | +1.6% | -1.8% | +3.4% | -1.0% |
| All | -42.6% | +59.3% | -101.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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