+146.4%
CCL vs BP
+42.8%
+103.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.4% |
| 7D | +3.1% | -11.6% | +14.8% | +2.2% |
| 30D | +13.7% | 0.0% | +13.6% | +13.4% |
| 3M | +3.8% | +6.7% | -2.9% | +3.7% |
| 6M | +9.3% | +2.2% | +7.1% | +9.5% |
| YTD | -1.1% | +33.0% | -34.1% | -8.3% |
| 1Y | +14.6% | +30.7% | -16.2% | +6.6% |
| 3Y | +146.4% | +44.2% | +102.2% | +117.0% |
| All | +146.4% | +42.8% | +103.6% | +117.0% |
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