-42.6%
CCL vs BLK
+283.5%
-326.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | -0.3% |
| 7D | -3.2% | -3.3% | +0.1% | -0.2% |
| 30D | -17.8% | -6.5% | -11.3% | -12.5% |
| 3M | -18.7% | +6.7% | -25.4% | -23.9% |
| 6M | -11.4% | +14.7% | -26.1% | -22.0% |
| YTD | -24.3% | +2.5% | -26.8% | -26.8% |
| 1Y | -28.8% | -2.8% | -26.0% | -28.0% |
| 3Y | +49.3% | +65.9% | -16.5% | -6.6% |
| 5Y | +1.6% | +33.0% | -31.4% | -22.4% |
| All | -42.6% | +283.5% | -326.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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