-30.8%
CCL vs PLD
+236.3%
-267.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +3.1% | -0.8% | +3.9% | +3.9% |
| 30D | +13.7% | -0.3% | +14.0% | +13.9% |
| 3M | +3.8% | -8.0% | +11.8% | +10.1% |
| 6M | +9.3% | -9.8% | +19.1% | +16.8% |
| YTD | -1.1% | +1.8% | -2.9% | -2.4% |
| 1Y | +14.6% | +5.6% | +9.0% | +10.2% |
| 3Y | +146.4% | +33.3% | +113.1% | +95.8% |
| 5Y | +21.9% | +0.3% | +21.6% | +16.6% |
| All | -30.8% | +236.3% | -267.1% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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