-43.4%
CCL vs BX
+654.4%
-697.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +1.1% |
| 7D | -4.3% | -8.9% | +4.6% | +2.7% |
| 30D | -19.0% | -14.8% | -4.2% | -8.7% |
| 3M | -13.1% | +6.9% | -20.0% | -18.3% |
| 6M | -13.3% | +16.3% | -29.6% | -24.2% |
| YTD | -25.2% | -16.1% | -9.2% | -17.1% |
| 1Y | -27.2% | -26.8% | -0.4% | -10.7% |
| 3Y | +49.2% | +22.4% | +26.8% | +19.3% |
| 5Y | +0.4% | +16.0% | -15.7% | -21.3% |
| All | -43.4% | +654.4% | -697.8% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling