+21.9%
CCL vs PGR
+21.4%
+0.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.8% | +7.5% |
| 7D | +11.6% | +4.1% | +7.6% | +12.0% |
| 30D | +22.5% | +10.4% | +12.1% | +24.1% |
| 3M | +6.4% | +11.4% | -5.0% | +8.0% |
| 6M | +23.4% | +17.9% | +5.5% | +28.4% |
| YTD | +4.2% | +9.8% | -5.6% | +8.8% |
| 1Y | +21.9% | +19.3% | +2.6% | +25.0% |
| All | +21.9% | +21.4% | +0.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling