+155.6%
CCL vs PCAR
+36.1%
+119.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +1.6% |
| 7D | +3.1% | +2.9% | +0.1% | +1.2% |
| 30D | +17.5% | -2.1% | +19.7% | +19.2% |
| 3M | +6.8% | -20.4% | +27.2% | +24.7% |
| 6M | +18.7% | -7.0% | +25.7% | +24.3% |
| YTD | +3.0% | -2.6% | +5.7% | +4.7% |
| 1Y | +17.7% | +9.8% | +7.9% | +10.9% |
| 3Y | +155.6% | +37.3% | +118.3% | +71.2% |
| All | +155.6% | +36.1% | +119.5% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling