+55.4%
CCL vs PPL
+57.3%
-1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | +2.7% | -7.7% | -5.7% |
| 30D | -20.3% | +0.5% | -20.8% | -20.4% |
| 3M | -15.1% | +0.7% | -15.8% | -15.3% |
| 6M | -15.1% | -7.6% | -7.5% | -13.6% |
| YTD | -21.8% | +1.8% | -23.6% | -22.6% |
| 1Y | -24.8% | -0.8% | -24.0% | -25.0% |
| All | +55.4% | +57.3% | -1.8% | +31.7% |
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