+1.4%
CCL vs PH
+254.3%
-252.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -5.0% | -3.1% | -2.0% | -2.1% |
| 30D | -20.3% | -3.2% | -17.1% | -18.4% |
| 3M | -15.1% | +10.6% | -25.7% | -24.3% |
| 6M | -15.1% | -2.1% | -13.0% | -14.2% |
| YTD | -21.8% | +10.2% | -32.0% | -29.8% |
| 1Y | -24.8% | +28.2% | -53.0% | -42.5% |
| 3Y | +51.9% | +134.9% | -83.0% | -39.9% |
| All | +1.4% | +254.3% | -252.9% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling