-29.4%
CCL vs PPL
+65.3%
-94.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +5.8% | 0.0% | +5.8% | +5.7% |
| 30D | +17.3% | +4.3% | +13.0% | +13.3% |
| 3M | +11.3% | +2.9% | +8.4% | +8.7% |
| 6M | +18.5% | +1.1% | +17.4% | +16.6% |
| YTD | +2.8% | +4.5% | -1.7% | -2.5% |
| 1Y | +16.7% | +0.1% | +16.6% | +14.3% |
| 3Y | +146.0% | +55.7% | +90.3% | +60.8% |
| 5Y | +33.6% | +47.6% | -14.0% | -8.9% |
| 10Y | -29.4% | +66.8% | -96.3% | -51.3% |
| All | -29.4% | +65.3% | -94.8% | -51.3% |
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