+3.5%
CCL vs BP
+131.3%
-127.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 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