-42.6%
CCL vs PPG
+26.9%
-69.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.8% |
| 7D | -3.2% | -6.2% | +3.0% | +3.2% |
| 30D | -17.8% | -7.9% | -9.8% | -10.7% |
| 3M | -18.7% | -10.2% | -8.5% | -9.9% |
| 6M | -11.4% | +2.7% | -14.1% | -13.7% |
| YTD | -24.3% | +4.9% | -29.2% | -28.3% |
| 1Y | -28.8% | -3.2% | -25.6% | -27.3% |
| 3Y | +49.3% | -17.0% | +66.3% | +75.1% |
| 5Y | +1.6% | -23.3% | +24.9% | +28.8% |
| All | -42.6% | +26.9% | -69.5% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling