+133.6%
CCL vs BP
+51.6%
+82.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.3% |
| 7D | -1.2% | +3.8% | -5.0% | -0.9% |
| 30D | +13.1% | -5.3% | +18.4% | +12.7% |
| 3M | +3.4% | +9.3% | -5.9% | +3.6% |
| 6M | +18.7% | +7.2% | +11.5% | +19.2% |
| YTD | -2.3% | +38.0% | -40.3% | -9.3% |
| 1Y | +14.2% | +33.2% | -19.0% | +6.9% |
| 3Y | +133.6% | +50.3% | +83.3% | +106.1% |
| All | +133.6% | +51.6% | +82.0% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling