-28.5%
CCL vs P
+748.5%
-777.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +1.9% |
| 7D | +3.1% | -9.6% | +12.7% | +6.1% |
| 30D | +17.5% | -33.4% | +51.0% | +33.4% |
| 3M | +6.8% | +14.2% | -7.4% | -2.2% |
| 6M | +18.7% | +31.6% | -12.9% | -0.4% |
| YTD | +3.0% | +53.5% | -50.4% | -20.4% |
| 1Y | +17.7% | +14.2% | +3.5% | -1.0% |
| 3Y | +155.6% | +190.5% | -34.9% | +26.9% |
| 5Y | +30.2% | +256.3% | -226.2% | -42.3% |
| 10Y | -28.5% | +707.9% | -736.3% | -76.8% |
| All | -28.5% | +748.5% | -777.0% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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