+433.6%
CCL vs BWA
+2,626.5%
-2,192.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.0% |
| 7D | -1.5% | +1.7% | -3.3% | -2.4% |
| 30D | +16.5% | -14.6% | +31.1% | +25.8% |
| 3M | +11.2% | -26.2% | +37.4% | +28.9% |
| 6M | +22.6% | -18.4% | +41.0% | +33.7% |
| YTD | +2.6% | +14.7% | -12.1% | -7.7% |
| 1Y | +17.0% | +13.3% | +3.6% | +5.9% |
| 3Y | +145.5% | +64.7% | +80.8% | +81.0% |
| 5Y | +36.1% | +32.2% | +3.9% | +14.4% |
| 10Y | -29.4% | +96.8% | -126.2% | -48.8% |
| All | +433.6% | +2,626.5% | -2,192.9% | +64.3% |
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 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