+1,095.7%
CCL vs PH
+25,027.9%
-23,932.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | -0.1% | +1.6% |
| 7D | +3.1% | +3.0% | 0.0% | +1.0% |
| 30D | +17.5% | -0.6% | +18.1% | +17.4% |
| 3M | +6.8% | -10.7% | +17.6% | +13.8% |
| 6M | +18.7% | +9.1% | +9.7% | +11.6% |
| YTD | +3.0% | +9.5% | -6.5% | -2.8% |
| 1Y | +17.7% | +14.0% | +3.7% | +8.5% |
| 3Y | +155.6% | +138.9% | +16.7% | +53.7% |
| 5Y | +30.2% | +209.1% | -179.0% | -30.3% |
| 10Y | -28.5% | +737.3% | -765.8% | -75.2% |
| All | +1,095.7% | +25,027.9% | -23,932.3% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling