+133.6%
CCL vs BDX
+25.0%
+108.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -1.2% | +2.9% | -4.1% | -2.3% |
| 30D | +13.1% | +15.4% | -2.3% | +6.8% |
| 3M | +3.4% | +20.5% | -17.1% | -4.4% |
| 6M | +18.7% | +53.2% | -34.5% | -1.2% |
| YTD | -2.3% | +45.7% | -47.9% | -16.8% |
| 1Y | +14.2% | +47.3% | -33.1% | -3.1% |
| 3Y | +133.6% | +25.1% | +108.5% | +115.0% |
| All | +133.6% | +25.0% | +108.6% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling