-30.8%
CCL vs PR
+66.0%
-96.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | +3.1% | -16.4% | +19.5% | +7.5% |
| 30D | +13.7% | -1.9% | +15.6% | +13.7% |
| 3M | +3.8% | +8.0% | -4.1% | +0.8% |
| 6M | +9.3% | +4.1% | +5.2% | +6.1% |
| YTD | -1.1% | +58.7% | -59.8% | -15.0% |
| 1Y | +14.6% | +75.8% | -61.3% | -4.3% |
| 3Y | +146.4% | +73.2% | +73.2% | +102.8% |
| 5Y | +21.9% | +230.1% | -208.3% | -19.8% |
| All | -30.8% | +66.0% | -96.9% | -70.9% |
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