+1,042.5%
CCL vs PPL
+2,170.9%
-1,128.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.9% |
| 7D | +2.6% | +1.0% | +1.6% | +2.1% |
| 30D | +11.3% | +6.8% | +4.5% | +7.8% |
| 3M | +0.3% | +3.9% | -3.6% | -1.5% |
| 6M | +16.1% | -2.0% | +18.2% | +16.9% |
| YTD | -1.6% | +5.3% | -6.8% | -4.7% |
| 1Y | +11.8% | +2.2% | +9.6% | +9.5% |
| 3Y | +139.6% | +56.7% | +82.8% | +89.5% |
| 5Y | +21.3% | +49.1% | -27.8% | -1.2% |
| 10Y | -29.8% | +63.6% | -93.4% | -43.4% |
| All | +1,042.5% | +2,170.9% | -1,128.4% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling