-55.1%
CCL vs PINS
-23.0%
-32.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.2% | +7.1% | +0.9% |
| 7D | -4.4% | -13.9% | +9.5% | +0.3% |
| 30D | -18.2% | -25.0% | +6.8% | -10.2% |
| 3M | -17.7% | -16.6% | -1.1% | -13.4% |
| 6M | -13.0% | -7.0% | -6.0% | -12.4% |
| YTD | -24.5% | -29.4% | +4.9% | -17.8% |
| 1Y | -26.9% | -49.9% | +23.0% | -11.9% |
| 3Y | +50.8% | -33.6% | +84.4% | +57.1% |
| 5Y | -0.9% | -66.8% | +65.9% | +16.2% |
| All | -55.1% | -23.0% | -32.0% | -73.3% |
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