+146.4%
CCL vs PPL
+56.0%
+90.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +13.7% | +5.4% | +8.2% | +11.9% |
| 3M | +3.8% | +4.3% | -0.5% | +2.4% |
| 6M | +9.3% | -1.3% | +10.6% | +9.3% |
| YTD | -1.1% | +4.7% | -5.8% | -3.2% |
| 1Y | +14.6% | +1.3% | +13.3% | +13.4% |
| 3Y | +146.4% | +57.2% | +89.2% | +88.9% |
| All | +146.4% | +56.0% | +90.4% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling