+43.2%
CCL vs BG
+954.5%
-911.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.0% |
| 7D | -1.2% | +2.6% | -3.8% | -2.1% |
| 30D | +13.1% | -6.7% | +19.8% | +15.8% |
| 3M | +3.4% | -9.3% | +12.6% | +6.2% |
| 6M | +18.7% | -18.3% | +37.1% | +25.4% |
| YTD | -2.3% | +16.2% | -18.4% | -11.1% |
| 1Y | +14.2% | +7.6% | +6.6% | +7.1% |
| 3Y | +133.6% | +6.6% | +127.0% | +113.2% |
| 5Y | +33.5% | +22.2% | +11.3% | +12.9% |
| 10Y | -32.8% | +112.0% | -144.8% | -55.2% |
| All | +43.2% | +954.5% | -911.3% | -42.4% |
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