-2.1%
CCL vs BKR
+174.4%
-176.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.6% | +1.6% |
| 7D | -4.3% | -6.7% | +2.4% | -1.8% |
| 30D | -19.0% | -8.3% | -10.6% | -16.3% |
| 3M | -13.1% | -5.4% | -7.7% | -11.8% |
| 6M | -13.3% | +0.8% | -14.1% | -14.9% |
| YTD | -25.2% | +31.8% | -57.1% | -34.8% |
| 1Y | -27.2% | +28.6% | -55.8% | -36.1% |
| 3Y | +49.2% | +71.2% | -22.0% | +14.9% |
| All | -2.1% | +174.4% | -176.5% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling