-0.8%
CCL vs BX
+17.9%
-18.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | -0.5% |
| 7D | -3.2% | -5.6% | +2.4% | +0.8% |
| 30D | -17.8% | -12.2% | -5.6% | -10.0% |
| 3M | -18.7% | +7.4% | -26.1% | -23.5% |
| 6M | -11.4% | +22.2% | -33.6% | -24.5% |
| YTD | -24.3% | -14.0% | -10.3% | -17.9% |
| 1Y | -28.8% | -27.3% | -1.5% | -12.9% |
| 3Y | +49.3% | +24.5% | +24.8% | +20.4% |
| All | -0.8% | +17.9% | -18.8% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling