+9.2%
CCL vs PCOR
-10.0%
+19.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +2.6% | +23.7% | -21.1% | -6.8% |
| 30D | +11.3% | +39.0% | -27.7% | -4.0% |
| 3M | +0.3% | +35.8% | -35.5% | -13.7% |
| 6M | +16.1% | +38.2% | -22.1% | -2.7% |
| YTD | -1.6% | +3.9% | -5.5% | -8.4% |
| 1Y | +11.8% | +5.7% | +6.1% | +2.4% |
| 3Y | +139.6% | +44.8% | +94.8% | +80.0% |
| 5Y | +21.3% | -19.8% | +41.1% | -6.0% |
| All | +9.2% | -10.0% | +19.2% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling