+146.0%
CCL vs BWA
+64.1%
+81.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +5.8% | -2.4% | +8.2% | +7.0% |
| 30D | +17.3% | -17.7% | +35.0% | +29.1% |
| 3M | +11.3% | -27.0% | +38.3% | +29.8% |
| 6M | +18.5% | -17.3% | +35.8% | +27.5% |
| YTD | +2.8% | +12.9% | -10.1% | -10.0% |
| 1Y | +16.7% | +12.9% | +3.8% | +2.2% |
| 3Y | +146.0% | +62.1% | +83.9% | +65.3% |
| All | +146.0% | +64.1% | +81.9% | +65.3% |
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