-31.9%
CCL vs BIL
+30.4%
-62.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.3% |
| 7D | -5.0% | +0.1% | -5.1% | -4.6% |
| 30D | -20.3% | +0.3% | -20.7% | -19.0% |
| 3M | -15.1% | +0.9% | -16.1% | -10.8% |
| 6M | -15.1% | +1.8% | -16.9% | -6.6% |
| YTD | -21.8% | +2.4% | -24.2% | -11.2% |
| 1Y | -24.8% | +3.7% | -28.5% | -8.8% |
| 3Y | +51.9% | +14.2% | +37.7% | +207.4% |
| 5Y | +4.0% | +19.4% | -15.4% | +171.4% |
| 10Y | -42.2% | +25.2% | -67.4% | +101.1% |
| All | -31.9% | +30.4% | -62.2% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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