-24.8%
CCL vs PBR
+70.4%
-95.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | -0.6% |
| 7D | -5.0% | +8.6% | -13.6% | -1.7% |
| 30D | -20.3% | +12.8% | -33.1% | -16.1% |
| 3M | -15.1% | +14.7% | -29.8% | -9.5% |
| 6M | -15.1% | +25.2% | -40.3% | -10.4% |
| YTD | -21.8% | +77.1% | -98.9% | -16.6% |
| 1Y | -24.8% | +69.6% | -94.3% | -20.6% |
| All | -24.8% | +70.4% | -95.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling