+47.5%
CCL vs PBR
+101.4%
-53.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | -4.3% | +4.2% | -8.5% | -4.2% |
| 30D | -19.0% | +22.7% | -41.7% | -18.6% |
| 3M | -13.1% | +21.5% | -34.6% | -12.7% |
| 6M | -13.3% | +24.0% | -37.3% | -14.4% |
| YTD | -25.2% | +88.2% | -113.5% | -31.1% |
| 1Y | -27.2% | +74.8% | -102.0% | -32.2% |
| All | +47.5% | +101.4% | -53.9% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling