+13.8%
CCL vs PCOR
-7.7%
+21.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.9% |
| 7D | -1.5% | +2.5% | -4.1% | -2.6% |
| 30D | +16.5% | +37.9% | -21.4% | +0.8% |
| 3M | +11.2% | +32.0% | -20.8% | -3.0% |
| 6M | +22.6% | +54.7% | -32.1% | -2.2% |
| YTD | +2.6% | +6.6% | -4.0% | -5.6% |
| 1Y | +17.0% | -1.7% | +18.6% | +12.0% |
| 3Y | +145.5% | +49.0% | +96.6% | +82.2% |
| 5Y | +36.1% | -12.5% | +48.7% | +4.6% |
| All | +13.8% | -7.7% | +21.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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