-42.6%
CCL vs BNY
+416.3%
-458.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.2% | -1.3% | -1.9% | -1.9% |
| 30D | -17.8% | -0.2% | -17.6% | -17.6% |
| 3M | -18.7% | +14.9% | -33.6% | -30.4% |
| 6M | -11.4% | +40.0% | -51.4% | -38.2% |
| YTD | -24.3% | +42.0% | -66.3% | -48.3% |
| 1Y | -28.8% | +56.9% | -85.7% | -56.3% |
| 3Y | +49.3% | +289.9% | -240.5% | -65.0% |
| 5Y | +1.6% | +259.2% | -257.6% | -74.0% |
| All | -42.6% | +416.3% | -458.9% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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