-33.8%
CCL vs BP
+141.7%
-175.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -5.2% |
| 7D | -0.3% | +2.5% | -2.8% | -1.9% |
| 30D | +10.3% | -5.6% | +15.9% | +13.3% |
| 3M | +6.6% | +8.0% | -1.5% | -1.0% |
| 6M | +20.0% | +5.7% | +14.4% | +10.3% |
| YTD | -1.9% | +36.8% | -38.7% | -28.5% |
| 1Y | +10.4% | +30.7% | -20.3% | -16.9% |
| 3Y | +134.8% | +51.6% | +83.2% | +49.0% |
| 5Y | +34.0% | +112.2% | -78.2% | -41.1% |
| All | -33.8% | +141.7% | -175.5% | -69.6% |
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