+145.2%
CCL vs PPL
+56.9%
+88.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.8% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | +11.3% | +6.8% | +4.5% | +9.2% |
| 3M | +0.3% | +3.9% | -3.6% | -1.0% |
| 6M | +16.1% | -2.0% | +18.2% | +16.4% |
| YTD | -1.6% | +5.3% | -6.8% | -3.8% |
| 1Y | +11.8% | +2.2% | +9.6% | +10.3% |
| All | +145.2% | +56.9% | +88.3% | +87.8% |
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 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