-38.7%
CCL vs PINS
-19.7%
-19.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +3.1% | -6.2% | +9.2% | +5.3% |
| 30D | +17.5% | -10.9% | +28.5% | +21.8% |
| 3M | +6.8% | -19.5% | +26.3% | +13.9% |
| 6M | +18.7% | -10.4% | +29.1% | +21.0% |
| YTD | +3.0% | -26.4% | +29.4% | +10.1% |
| 1Y | +17.7% | -29.6% | +47.4% | +27.6% |
| 3Y | +155.6% | -39.0% | +194.6% | +175.4% |
| 5Y | +30.2% | -59.1% | +89.3% | +44.2% |
| All | -38.7% | -19.7% | -19.0% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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