+1,080.4%
CCI vs PPL
+941.8%
+138.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +28.4% | +5.4% | +22.9% | +25.4% |
| 3M | +20.0% | +4.3% | +15.7% | +17.7% |
| 6M | +0.8% | -1.3% | +2.1% | +1.1% |
| YTD | +3.6% | +4.7% | -1.1% | +1.2% |
| 1Y | +6.1% | +1.3% | +4.8% | +5.0% |
| 3Y | +7.2% | +57.2% | -50.0% | -11.9% |
| 5Y | -37.0% | +48.2% | -85.2% | -46.7% |
| 10Y | +54.2% | +62.7% | -8.6% | +21.7% |
| All | +1,080.4% | +941.8% | +138.7% | +474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling