+49.3%
CCL vs BNY
+287.0%
-237.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.2% | -1.3% | -1.9% | -2.1% |
| 30D | -17.8% | -0.2% | -17.6% | -17.7% |
| 3M | -18.7% | +14.9% | -33.6% | -29.1% |
| 6M | -11.4% | +40.0% | -51.4% | -36.0% |
| YTD | -24.3% | +42.0% | -66.3% | -46.4% |
| 1Y | -28.8% | +56.9% | -85.7% | -54.4% |
| 3Y | +49.3% | +289.9% | -240.5% | -58.6% |
| All | +49.3% | +287.0% | -237.7% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling