+14.6%
CCL vs BG
+1,131.5%
-1,116.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -5.0% | +2.8% | -7.8% | -6.1% |
| 30D | -20.3% | +12.0% | -32.4% | -24.0% |
| 3M | -15.1% | -7.7% | -7.4% | -13.6% |
| 6M | -15.1% | +4.5% | -19.6% | -18.4% |
| YTD | -21.8% | +35.7% | -57.5% | -32.4% |
| 1Y | -24.8% | +50.1% | -74.9% | -38.0% |
| 3Y | +51.9% | +12.6% | +39.3% | +37.0% |
| 5Y | +4.0% | +75.4% | -71.4% | -23.1% |
| 10Y | -42.2% | +150.5% | -192.7% | -63.7% |
| All | +14.6% | +1,131.5% | -1,116.9% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling