+807.8%
CCL vs PCAR
+15,337.6%
-14,529.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -20.3% | -6.2% | -14.1% | -17.9% |
| 3M | -15.1% | +5.9% | -21.0% | -17.4% |
| 6M | -15.1% | +0.4% | -15.5% | -15.0% |
| YTD | -21.8% | +14.8% | -36.6% | -26.6% |
| 1Y | -24.8% | +30.1% | -54.9% | -33.4% |
| 3Y | +51.9% | +66.7% | -14.8% | +19.2% |
| 5Y | +4.0% | +166.1% | -162.1% | -32.6% |
| 10Y | -42.2% | +353.7% | -395.9% | -69.0% |
| All | +807.8% | +15,337.6% | -14,529.8% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling