-41.0%
CCL vs PH
+794.6%
-835.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.6% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | -20.0% | -10.8% | -9.2% | -10.4% |
| 3M | -13.7% | +8.5% | -22.1% | -21.3% |
| 6M | -9.0% | +3.9% | -12.9% | -13.4% |
| YTD | -22.8% | +9.4% | -32.2% | -30.1% |
| 1Y | -25.3% | +26.8% | -52.1% | -42.1% |
| 3Y | +54.1% | +140.8% | -86.7% | -38.7% |
| 5Y | +3.5% | +253.8% | -250.3% | -71.7% |
| 10Y | -41.0% | +792.3% | -833.4% | -90.8% |
| All | -41.0% | +794.6% | -835.7% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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