+16.6%
CCI vs PPL
+54.2%
-37.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.4% | +2.7% | -3.1% | -1.9% |
| 30D | +2.7% | +0.5% | +2.2% | +2.4% |
| 3M | -18.2% | +0.7% | -18.9% | -18.7% |
| 6M | -14.8% | -7.6% | -7.2% | -11.2% |
| YTD | -12.6% | +1.8% | -14.4% | -14.0% |
| 1Y | -16.7% | -0.8% | -16.0% | -17.0% |
| 3Y | -10.5% | +56.9% | -67.4% | -31.1% |
| 5Y | -51.4% | +39.5% | -90.9% | -60.0% |
| All | +16.6% | +54.2% | -37.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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