+75.2%
CCL vs PBR
+1,864.5%
-1,789.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.3% |
| 7D | -0.1% | +2.5% | -2.6% | -0.8% |
| 30D | -20.0% | +19.4% | -39.4% | -23.9% |
| 3M | -13.7% | +20.8% | -34.5% | -18.6% |
| 6M | -9.0% | +23.5% | -32.5% | -15.8% |
| YTD | -22.8% | +83.4% | -106.2% | -36.3% |
| 1Y | -25.3% | +77.6% | -102.9% | -38.0% |
| 3Y | +54.1% | +99.9% | -45.8% | +20.9% |
| 5Y | +3.5% | +567.7% | -564.2% | -45.1% |
| 10Y | -41.0% | +621.5% | -662.6% | -71.3% |
| All | +75.2% | +1,864.5% | -1,789.3% | -39.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling