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  • CCL vs BP✓SelectedUSD · BPCCL vs BP performance historyLatest closeAs of-1.32%09/08
Stock and ETF performance explorer

CCL vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3.5%
BP return
+131.3%
Excess return
-127.8%
Maximum drawdown
-75.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D-1.3%+2.4%-3.8%-2.0%
7D-0.1%+0.9%-1.1%-0.4%
30D-20.0%+9.1%-29.1%-22.1%
3M-13.7%+3.9%-17.6%-15.2%
6M-9.0%+13.6%-22.6%-15.4%
YTD-22.8%+34.0%-56.8%-33.8%
1Y-25.3%+39.2%-64.5%-37.2%
3Y+54.1%+36.4%+17.7%+27.7%
5Y+3.5%+135.8%-132.3%-44.7%
All+3.5%+131.3%-127.8%-44.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling