-31.3%
CCL vs BX
+910.6%
-941.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.5% |
| 7D | -0.1% | -2.0% | +1.8% | +0.8% |
| 30D | -20.0% | -2.3% | -17.7% | -19.3% |
| 3M | -13.7% | +18.5% | -32.2% | -20.8% |
| 6M | -9.0% | +23.7% | -32.7% | -18.4% |
| YTD | -22.8% | -10.4% | -12.5% | -19.7% |
| 1Y | -25.3% | -19.6% | -5.7% | -18.3% |
| 3Y | +54.1% | +30.8% | +23.3% | +34.4% |
| 5Y | +3.5% | +24.3% | -20.9% | -8.2% |
| 10Y | -41.0% | +679.5% | -720.5% | -73.3% |
| All | -31.3% | +910.6% | -941.8% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling