+306.8%
CCL vs BWA
+3,492.4%
-3,185.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -1.3% |
| 7D | -5.0% | +5.7% | -10.7% | -7.7% |
| 30D | -20.3% | +1.4% | -21.8% | -21.1% |
| 3M | -15.1% | -12.1% | -3.1% | -10.2% |
| 6M | -15.1% | +28.6% | -43.7% | -26.1% |
| YTD | -21.8% | +51.1% | -72.9% | -38.6% |
| 1Y | -24.8% | +55.9% | -80.7% | -42.0% |
| 3Y | +51.9% | +70.1% | -18.3% | +9.6% |
| 5Y | +4.0% | +90.7% | -86.6% | -27.0% |
| 10Y | -42.2% | +154.0% | -196.2% | -63.2% |
| All | +306.8% | +3,492.4% | -3,185.6% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling