-41.7%
CCL vs BN
+257.9%
-299.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -0.2% |
| 7D | -4.4% | -3.0% | -1.4% | -1.4% |
| 30D | -18.2% | -13.0% | -5.2% | -5.6% |
| 3M | -17.7% | -15.2% | -2.5% | -2.5% |
| 6M | -13.0% | -5.9% | -7.1% | -7.3% |
| YTD | -24.5% | -15.8% | -8.7% | -10.6% |
| 1Y | -26.9% | -12.2% | -14.8% | -18.1% |
| 3Y | +50.8% | +72.2% | -21.5% | -21.0% |
| 5Y | -0.9% | +33.2% | -34.1% | -30.0% |
| 10Y | -41.7% | +264.7% | -306.3% | -76.9% |
| All | -41.7% | +257.9% | -299.6% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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