-32.9%
CCL vs PR
+147.8%
-180.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.7% | -4.3% |
| 7D | +2.6% | -16.5% | +19.1% | +7.0% |
| 30D | +11.3% | -4.5% | +15.8% | +12.1% |
| 3M | +0.3% | +8.5% | -8.3% | -2.8% |
| 6M | +16.1% | -3.3% | +19.5% | +14.7% |
| YTD | -1.6% | +55.7% | -57.3% | -14.9% |
| 1Y | +11.8% | +82.0% | -70.3% | -7.4% |
| 3Y | +139.6% | +62.5% | +77.1% | +100.7% |
| 5Y | +21.3% | +223.9% | -202.6% | -19.5% |
| 10Y | -29.8% | +64.2% | -94.0% | -71.2% |
| All | -32.9% | +147.8% | -180.7% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling