-29.4%
CCL vs BWA
+95.2%
-124.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +1.3% |
| 7D | +5.8% | -2.4% | +8.2% | +7.6% |
| 30D | +17.3% | -17.7% | +35.0% | +35.8% |
| 3M | +11.3% | -27.0% | +38.3% | +40.6% |
| 6M | +18.5% | -17.3% | +35.8% | +32.3% |
| YTD | +2.8% | +12.9% | -10.1% | -15.0% |
| 1Y | +16.7% | +12.9% | +3.8% | -3.6% |
| 3Y | +146.0% | +62.1% | +83.9% | +41.3% |
| 5Y | +33.6% | +30.7% | +2.9% | -8.2% |
| 10Y | -29.4% | +89.2% | -118.6% | -64.1% |
| All | -29.4% | +95.2% | -124.7% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling