-33.8%
CCL vs PPL
+65.0%
-98.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | -0.3% | -2.2% | +1.9% | +1.4% |
| 30D | +10.3% | +1.7% | +8.6% | +8.8% |
| 3M | +6.6% | +0.1% | +6.5% | +6.3% |
| 6M | +20.0% | -1.5% | +21.6% | +20.7% |
| YTD | -1.9% | +3.0% | -4.8% | -5.9% |
| 1Y | +10.4% | -1.4% | +11.9% | +9.4% |
| 3Y | +134.8% | +53.5% | +81.4% | +55.2% |
| 5Y | +34.0% | +46.4% | -12.4% | -8.1% |
| All | -33.8% | +65.0% | -98.8% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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