-41.6%
CCL vs PCAR
+355.9%
-397.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | -5.0% | -0.5% | -4.5% | -4.6% |
| 30D | -20.3% | -6.2% | -14.1% | -15.8% |
| 3M | -15.1% | +5.9% | -21.0% | -19.6% |
| 6M | -15.1% | +0.4% | -15.5% | -15.5% |
| YTD | -21.8% | +14.8% | -36.6% | -31.1% |
| 1Y | -24.8% | +30.1% | -54.9% | -40.6% |
| 3Y | +51.9% | +66.7% | -14.8% | -9.1% |
| 5Y | +4.0% | +166.1% | -162.1% | -59.1% |
| All | -41.6% | +355.9% | -397.5% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling