+33.6%
CCL vs BWA
+32.7%
+1.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +1.1% |
| 7D | +5.8% | -2.4% | +8.2% | +7.4% |
| 30D | +17.3% | -17.7% | +35.0% | +33.5% |
| 3M | +11.3% | -27.0% | +38.3% | +37.0% |
| 6M | +18.5% | -17.3% | +35.8% | +30.6% |
| YTD | +2.8% | +12.9% | -10.1% | -14.3% |
| 1Y | +16.7% | +12.9% | +3.8% | -2.8% |
| 3Y | +146.0% | +62.1% | +83.9% | +42.9% |
| 5Y | +33.6% | +30.7% | +2.9% | -11.2% |
| All | +33.6% | +32.7% | +1.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling