+1,047.9%
CCL vs BP
+1,351.0%
-303.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.1% | -11.6% | +14.8% | +8.6% |
| 30D | +13.7% | 0.0% | +13.6% | +12.9% |
| 3M | +3.8% | +6.7% | -2.9% | -0.8% |
| 6M | +9.3% | +2.2% | +7.1% | +4.9% |
| YTD | -1.1% | +33.0% | -34.1% | -18.2% |
| 1Y | +14.6% | +30.7% | -16.2% | -4.6% |
| 3Y | +146.4% | +44.2% | +102.2% | +90.5% |
| 5Y | +21.9% | +105.1% | -83.3% | -22.0% |
| 10Y | -29.4% | +133.5% | -163.0% | -56.2% |
| All | +1,047.9% | +1,351.0% | -303.0% | +365.9% |
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