+133.6%
CCL vs BTDR
+41.1%
+92.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.3% | +0.7% |
| 7D | -1.2% | -6.9% | +5.7% | -0.5% |
| 30D | +13.1% | -31.5% | +44.7% | +17.4% |
| 3M | +3.4% | -36.1% | +39.4% | +7.2% |
| 6M | +18.7% | -57.6% | +76.4% | +27.2% |
| YTD | -2.3% | -50.0% | +47.8% | +1.1% |
| 1Y | +14.2% | -49.6% | +63.8% | +17.4% |
| 3Y | +133.6% | +48.5% | +85.0% | +89.0% |
| All | +133.6% | +41.1% | +92.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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