+14.2%
CCL vs PL
+46.6%
-32.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.5% | -10.3% | +1.5% |
| 7D | +3.1% | +10.9% | -7.8% | +0.8% |
| 30D | +17.5% | -16.4% | +33.9% | +20.6% |
| 3M | +6.8% | -39.9% | +46.8% | +16.1% |
| 6M | +18.7% | -63.2% | +81.9% | +38.2% |
| YTD | +3.0% | -27.1% | +30.2% | -0.5% |
| 1Y | +17.7% | +12.2% | +5.5% | +2.2% |
| 3Y | +155.6% | +584.3% | -428.7% | +19.7% |
| 5Y | +30.2% | +37.0% | -6.8% | -17.4% |
| All | +14.2% | +46.6% | -32.4% | -28.9% |
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