-24.8%
CCL vs BX
-15.8%
-9.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -5.0% | -4.4% | -0.7% | -2.9% |
| 30D | -20.3% | +0.1% | -20.4% | -20.6% |
| 3M | -15.1% | +16.0% | -31.2% | -21.6% |
| 6M | -15.1% | +21.6% | -36.7% | -23.4% |
| YTD | -21.8% | -8.9% | -12.9% | -22.3% |
| 1Y | -24.8% | -16.6% | -8.2% | -24.1% |
| All | -24.8% | -15.8% | -9.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling