+4.9%
CCL vs BWA
+92.2%
-87.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -1.8% |
| 7D | -5.0% | +5.7% | -10.7% | -8.7% |
| 30D | -20.3% | +1.4% | -21.8% | -21.5% |
| 3M | -15.1% | -12.1% | -3.1% | -8.2% |
| 6M | -15.1% | +28.6% | -43.7% | -30.9% |
| YTD | -21.8% | +51.1% | -72.9% | -46.1% |
| 1Y | -24.8% | +55.9% | -80.7% | -49.7% |
| 3Y | +51.9% | +70.1% | -18.3% | -9.2% |
| All | +4.9% | +92.2% | -87.4% | -48.0% |
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 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