-28.8%
CCL vs PBR
+74.3%
-103.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +0.9% |
| 7D | -3.2% | +5.4% | -8.6% | -1.2% |
| 30D | -17.8% | +22.9% | -40.7% | -10.4% |
| 3M | -18.7% | +19.6% | -38.3% | -11.7% |
| 6M | -11.4% | +16.5% | -27.9% | -6.5% |
| YTD | -24.3% | +86.7% | -111.0% | -18.1% |
| 1Y | -28.8% | +74.7% | -103.5% | -23.5% |
| All | -28.8% | +74.3% | -103.1% | -23.5% |
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