+33.9%
CCL vs PR
+273.3%
-239.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -1.2% | +6.0% | -7.2% | -2.6% |
| 30D | +13.1% | -4.2% | +17.3% | +13.8% |
| 3M | +3.4% | +10.0% | -6.6% | -0.1% |
| 6M | +18.7% | +15.6% | +3.1% | +11.9% |
| YTD | -2.3% | +68.2% | -70.4% | -19.6% |
| 1Y | +14.2% | +79.2% | -65.0% | -8.1% |
| 3Y | +133.6% | +94.9% | +38.7% | +77.6% |
| All | +33.9% | +273.3% | -239.4% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling