+807.8%
CCL vs BP
+1,327.5%
-519.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -5.0% | +3.9% | -9.0% | -6.8% |
| 30D | -20.3% | +7.6% | -28.0% | -23.3% |
| 3M | -15.1% | +0.7% | -15.8% | -16.8% |
| 6M | -15.1% | +15.5% | -30.6% | -23.5% |
| YTD | -21.8% | +30.8% | -52.6% | -34.1% |
| 1Y | -24.8% | +34.3% | -59.1% | -37.6% |
| 3Y | +51.9% | +35.1% | +16.8% | +22.1% |
| 5Y | +4.0% | +126.8% | -122.8% | -36.0% |
| 10Y | -42.2% | +123.4% | -165.6% | -63.2% |
| All | +807.8% | +1,327.5% | -519.8% | +275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling