-29.4%
CCL vs PR
+72.8%
-102.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | -1.5% | -0.5% | -1.1% | -1.4% |
| 30D | +16.5% | -4.6% | +21.1% | +17.3% |
| 3M | +11.2% | +4.7% | +6.5% | +9.0% |
| 6M | +22.6% | +12.4% | +10.1% | +16.7% |
| YTD | +2.6% | +62.9% | -60.3% | -12.4% |
| 1Y | +17.0% | +70.6% | -53.6% | -1.5% |
| 3Y | +145.5% | +90.0% | +55.5% | +97.5% |
| 5Y | +36.1% | +255.5% | -219.4% | -12.0% |
| 10Y | -29.4% | +78.7% | -108.2% | -70.1% |
| All | -29.4% | +72.8% | -102.2% | -70.1% |
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