-42.6%
CCL vs BG
+166.7%
-209.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +2.1% |
| 7D | -3.2% | +3.1% | -6.3% | -4.7% |
| 30D | -17.8% | +10.2% | -28.0% | -21.8% |
| 3M | -18.7% | -1.7% | -17.0% | -19.2% |
| 6M | -11.4% | +1.0% | -12.4% | -14.3% |
| YTD | -24.3% | +39.9% | -64.2% | -38.7% |
| 1Y | -28.8% | +53.2% | -82.0% | -45.7% |
| 3Y | +49.3% | +16.3% | +33.1% | +28.1% |
| 5Y | +1.6% | +83.9% | -82.3% | -38.1% |
| All | -42.6% | +166.7% | -209.3% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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