-34.0%
CCL vs BN
+290.8%
-324.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +1.3% |
| 7D | -1.2% | -1.0% | -0.2% | -0.2% |
| 30D | +13.1% | +14.0% | -0.8% | -1.2% |
| 3M | +3.4% | -9.0% | +12.4% | +14.0% |
| 6M | +18.7% | -8.8% | +27.5% | +30.4% |
| YTD | -2.3% | -10.3% | +8.0% | +8.6% |
| 1Y | +14.2% | -5.8% | +20.0% | +20.4% |
| 3Y | +133.6% | +94.8% | +38.8% | +8.2% |
| 5Y | +33.5% | +31.5% | +2.0% | -3.3% |
| All | -34.0% | +290.8% | -324.9% | -75.6% |
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