+9.6%
CCL vs PL
+28.1%
-18.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.4% |
| 7D | +3.1% | -6.8% | +10.0% | +4.1% |
| 30D | +13.7% | -29.3% | +43.0% | +20.5% |
| 3M | +3.8% | -44.8% | +48.6% | +14.7% |
| 6M | +9.3% | -68.4% | +77.6% | +30.5% |
| YTD | -1.1% | -36.4% | +35.3% | -1.9% |
| 1Y | +14.6% | +0.7% | +13.8% | +1.4% |
| 3Y | +146.4% | +455.3% | -308.9% | +21.0% |
| 5Y | +21.9% | +22.7% | -0.8% | -21.6% |
| All | +9.6% | +28.1% | -18.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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