+10.4%
CCL vs PH
+12.0%
-1.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -3.2% |
| 7D | -0.3% | +7.4% | -7.7% | -5.6% |
| 30D | +10.3% | +0.5% | +9.8% | +9.1% |
| 3M | +6.6% | -10.2% | +16.8% | +16.7% |
| 6M | +20.0% | +8.9% | +11.1% | +5.8% |
| YTD | -1.9% | +9.7% | -11.5% | -16.2% |
| 1Y | +10.4% | +12.8% | -2.4% | -9.8% |
| All | +10.4% | +12.0% | -1.5% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling