-13.3%
CCL vs PL
+84.9%
-98.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -5.0% | -9.3% | +4.3% | -3.4% |
| 30D | -20.3% | -18.9% | -1.4% | -17.3% |
| 3M | -15.1% | -58.4% | +43.2% | -2.2% |
| 6M | -15.1% | -30.3% | +15.2% | -14.2% |
| YTD | -21.8% | -8.1% | -13.7% | -26.9% |
| 1Y | -24.8% | +180.5% | -205.3% | -47.6% |
| 3Y | +51.9% | +444.1% | -392.3% | -21.3% |
| 5Y | +4.0% | +83.0% | -79.0% | -37.2% |
| All | -13.3% | +84.9% | -98.2% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling