-41.7%
CCL vs BWA
+142.7%
-184.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.0% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -18.2% | -5.6% | -12.6% | -14.8% |
| 3M | -17.7% | -10.7% | -7.0% | -11.1% |
| 6M | -13.0% | +23.2% | -36.2% | -28.4% |
| YTD | -24.5% | +46.0% | -70.5% | -48.3% |
| 1Y | -26.9% | +51.2% | -78.1% | -51.7% |
| 3Y | +50.8% | +69.6% | -18.8% | -14.8% |
| 5Y | -0.9% | +86.6% | -87.5% | -48.4% |
| 10Y | -41.7% | +152.3% | -194.0% | -76.1% |
| All | -41.7% | +142.7% | -184.4% | -76.1% |
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