+49.0%
CCL vs BX
+25.6%
+23.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | +0.4% |
| 7D | -4.4% | -5.7% | +1.3% | -0.5% |
| 30D | -18.2% | -8.9% | -9.3% | -13.0% |
| 3M | -17.7% | +8.4% | -26.1% | -22.9% |
| 6M | -13.0% | +18.9% | -31.9% | -24.2% |
| YTD | -24.5% | -13.6% | -10.8% | -18.1% |
| 1Y | -26.9% | -22.4% | -4.5% | -14.5% |
| All | +49.0% | +25.6% | +23.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling