+54.1%
CCL vs BWA
+72.9%
-18.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.4% |
| 7D | -0.1% | +4.3% | -4.4% | -2.2% |
| 30D | -20.0% | -2.9% | -17.1% | -19.0% |
| 3M | -13.7% | -12.4% | -1.2% | -8.3% |
| 6M | -9.0% | +28.6% | -37.6% | -20.8% |
| YTD | -22.8% | +48.2% | -71.0% | -39.2% |
| 1Y | -25.3% | +50.9% | -76.2% | -41.9% |
| 3Y | +54.1% | +72.2% | -18.1% | +1.0% |
| All | +54.1% | +72.9% | -18.8% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling