+795.8%
CCL vs PPG
+2,691.0%
-1,895.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | +0.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.2% |
| 30D | -20.0% | -7.8% | -12.2% | -15.5% |
| 3M | -13.7% | -2.2% | -11.5% | -12.3% |
| 6M | -9.0% | +4.1% | -13.2% | -10.8% |
| YTD | -22.8% | +9.1% | -31.9% | -26.7% |
| 1Y | -25.3% | +1.0% | -26.3% | -25.6% |
| 3Y | +54.1% | -13.3% | +67.3% | +69.7% |
| 5Y | +3.5% | -19.2% | +22.7% | +21.9% |
| 10Y | -41.0% | +25.9% | -67.0% | -44.0% |
| All | +795.8% | +2,691.0% | -1,895.2% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling