+33.9%
CCL vs PL
+31.5%
+2.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | -1.2% | +10.0% | -11.2% | -3.0% |
| 30D | +13.1% | -2.3% | +15.4% | +13.0% |
| 3M | +3.4% | -44.2% | +47.6% | +13.9% |
| 6M | +18.7% | -66.1% | +84.8% | +40.4% |
| YTD | -2.3% | -30.0% | +27.7% | -4.9% |
| 1Y | +14.2% | +21.0% | -6.8% | -2.5% |
| 3Y | +133.6% | +516.5% | -382.9% | +12.5% |
| All | +33.9% | +31.5% | +2.3% | -17.6% |
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