-41.7%
CCL vs PEG
+139.0%
-180.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.2% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -18.2% | -1.7% | -16.5% | -17.2% |
| 3M | -17.7% | -6.8% | -10.9% | -13.6% |
| 6M | -13.0% | -11.4% | -1.6% | -5.4% |
| YTD | -24.5% | -7.2% | -17.2% | -21.0% |
| 1Y | -26.9% | -6.1% | -20.8% | -24.8% |
| 3Y | +50.8% | +31.8% | +19.0% | +14.7% |
| 5Y | -0.9% | +35.6% | -36.5% | -28.1% |
| 10Y | -41.7% | +148.7% | -190.4% | -67.3% |
| All | -41.7% | +139.0% | -180.7% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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