-42.6%
CCL vs BKR
+125.3%
-167.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -3.2% | -7.0% | +3.8% | +0.9% |
| 30D | -17.8% | -8.1% | -9.7% | -13.8% |
| 3M | -18.7% | -6.6% | -12.1% | -16.4% |
| 6M | -11.4% | +0.9% | -12.3% | -14.2% |
| YTD | -24.3% | +31.1% | -55.4% | -38.2% |
| 1Y | -28.8% | +27.7% | -56.5% | -41.3% |
| 3Y | +49.3% | +71.2% | -21.9% | -2.1% |
| 5Y | +1.6% | +177.6% | -176.0% | -56.5% |
| All | -42.6% | +125.3% | -167.9% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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