-41.0%
CCL vs BP
+126.3%
-167.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -2.9% |
| 7D | -0.1% | +0.9% | -1.1% | -0.8% |
| 30D | -20.0% | +9.1% | -29.1% | -25.0% |
| 3M | -13.7% | +3.9% | -17.6% | -17.8% |
| 6M | -9.0% | +13.6% | -22.6% | -21.3% |
| YTD | -22.8% | +34.0% | -56.8% | -41.9% |
| 1Y | -25.3% | +39.2% | -64.5% | -45.7% |
| 3Y | +54.1% | +36.4% | +17.7% | +7.7% |
| 5Y | +3.5% | +135.8% | -132.3% | -58.1% |
| 10Y | -41.0% | +125.0% | -166.1% | -73.9% |
| All | -41.0% | +126.3% | -167.3% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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