+77.6%
CCL vs PBR
+1,797.5%
-1,720.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -5.0% | +8.6% | -13.6% | -7.2% |
| 30D | -20.3% | +12.8% | -33.1% | -23.1% |
| 3M | -15.1% | +14.7% | -29.8% | -18.9% |
| 6M | -15.1% | +25.2% | -40.3% | -21.8% |
| YTD | -21.8% | +77.1% | -98.9% | -34.8% |
| 1Y | -24.8% | +69.6% | -94.3% | -36.8% |
| 3Y | +51.9% | +95.6% | -43.7% | +19.8% |
| 5Y | +4.0% | +501.8% | -497.7% | -43.2% |
| 10Y | -42.2% | +640.6% | -682.8% | -72.0% |
| All | +77.6% | +1,797.5% | -1,720.0% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling