-41.6%
CCL vs PR
+109.1%
-150.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -5.0% | +2.9% | -8.0% | -5.8% |
| 30D | -20.3% | +18.0% | -38.4% | -23.9% |
| 3M | -15.1% | +16.9% | -32.0% | -19.2% |
| 6M | -15.1% | +28.2% | -43.3% | -22.0% |
| YTD | -21.8% | +69.3% | -91.1% | -33.4% |
| 1Y | -24.8% | +69.5% | -94.3% | -36.2% |
| 3Y | +51.9% | +81.7% | -29.8% | +23.9% |
| 5Y | +4.0% | +422.2% | -418.2% | -38.6% |
| All | -41.6% | +109.1% | -150.6% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling