+36.1%
CCL vs PCAR
+118.9%
-82.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -2.3% |
| 7D | -1.5% | +2.2% | -3.7% | -3.4% |
| 30D | +16.5% | +0.3% | +16.1% | +16.0% |
| 3M | +11.2% | -17.9% | +29.1% | +31.5% |
| 6M | +22.6% | -3.4% | +26.0% | +25.2% |
| YTD | +2.6% | -0.1% | +2.7% | +1.4% |
| 1Y | +17.0% | +13.4% | +3.5% | +3.3% |
| 3Y | +145.5% | +37.2% | +108.3% | +61.2% |
| 5Y | +36.1% | +117.3% | -81.2% | -50.3% |
| All | +36.1% | +118.9% | -82.8% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling