+146.4%
CCL vs PCOR
+43.8%
+102.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +3.1% | +22.7% | -19.6% | -4.4% |
| 30D | +13.7% | +37.5% | -23.8% | +1.1% |
| 3M | +3.8% | +35.2% | -31.4% | -8.0% |
| 6M | +9.3% | +42.2% | -33.0% | -6.1% |
| YTD | -1.1% | +3.6% | -4.6% | -4.0% |
| 1Y | +14.6% | -4.8% | +19.3% | +16.1% |
| 3Y | +146.4% | +48.3% | +98.1% | +80.2% |
| All | +146.4% | +43.8% | +102.6% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling