+10.4%
CCL vs PPL
-1.7%
+12.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | +10.3% | +1.7% | +8.6% | +10.2% |
| 3M | +6.6% | +0.1% | +6.5% | +5.8% |
| 6M | +20.0% | -1.5% | +21.6% | +19.0% |
| YTD | -1.9% | +3.0% | -4.8% | -0.1% |
| 1Y | +10.4% | -1.4% | +11.9% | +12.8% |
| All | +10.4% | -1.7% | +12.1% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling