+807.8%
CCL vs PPG
+2,762.5%
-1,954.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.9% |
| 7D | -5.0% | -1.5% | -3.6% | -4.1% |
| 30D | -20.3% | -5.0% | -15.4% | -17.5% |
| 3M | -15.1% | +1.1% | -16.3% | -15.7% |
| 6M | -15.1% | -3.2% | -11.9% | -12.7% |
| YTD | -21.8% | +11.9% | -33.7% | -27.0% |
| 1Y | -24.8% | +5.3% | -30.1% | -27.1% |
| 3Y | +51.9% | -15.0% | +66.9% | +69.4% |
| 5Y | +4.0% | -19.6% | +23.6% | +22.7% |
| 10Y | -42.2% | +27.0% | -69.3% | -45.5% |
| All | +807.8% | +2,762.5% | -1,954.7% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling