-29.4%
CCL vs BN
+280.2%
-309.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +1.2% |
| 7D | +5.8% | +4.3% | +1.5% | +1.4% |
| 30D | +17.3% | +14.3% | +3.0% | +2.1% |
| 3M | +11.3% | -4.1% | +15.4% | +16.3% |
| 6M | +18.5% | -9.7% | +28.1% | +31.3% |
| YTD | +2.8% | -7.1% | +9.9% | +10.2% |
| 1Y | +16.7% | -7.4% | +24.2% | +25.1% |
| 3Y | +146.0% | +102.3% | +43.7% | +9.7% |
| 5Y | +33.6% | +35.9% | -2.3% | -6.5% |
| 10Y | -29.4% | +289.2% | -318.6% | -74.0% |
| All | -29.4% | +280.2% | -309.7% | -74.0% |
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