-27.2%
CCL vs BWA
+54.1%
-81.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -19.0% | -5.5% | -13.5% | -17.3% |
| 3M | -13.1% | -7.6% | -5.5% | -10.5% |
| 6M | -13.3% | +25.0% | -38.3% | -22.1% |
| YTD | -25.2% | +47.0% | -72.2% | -40.3% |
| 1Y | -27.2% | +54.0% | -81.2% | -44.2% |
| All | -27.2% | +54.1% | -81.3% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling