+21.3%
CCL vs PL
+11.6%
+9.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -10.1% | +4.6% | -3.7% |
| 7D | +2.6% | -20.5% | +23.1% | +6.7% |
| 30D | +11.3% | -38.8% | +50.1% | +21.2% |
| 3M | +0.3% | -49.1% | +49.4% | +12.5% |
| 6M | +16.1% | -69.4% | +85.5% | +39.6% |
| YTD | -1.6% | -42.3% | +40.8% | -0.5% |
| 1Y | +11.8% | -14.2% | +26.0% | +2.2% |
| 3Y | +139.6% | +398.7% | -259.1% | +20.4% |
| 5Y | +21.3% | +11.1% | +10.1% | -22.7% |
| All | +21.3% | +11.6% | +9.7% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling