+47.5%
CCL vs BR
-5.0%
+52.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.3% | -6.0% | +1.7% | -2.1% |
| 30D | -19.0% | -0.9% | -18.1% | -18.8% |
| 3M | -13.1% | +16.4% | -29.5% | -18.7% |
| 6M | -13.3% | -8.2% | -5.1% | -9.9% |
| YTD | -25.2% | -23.2% | -2.0% | -14.2% |
| 1Y | -27.2% | -30.9% | +3.7% | -10.2% |
| All | +47.5% | -5.0% | +52.5% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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