+17.0%
CCL vs PRU
+20.8%
-3.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.2% |
| 7D | +3.1% | +3.2% | -0.1% | +0.6% |
| 30D | +17.5% | +7.9% | +9.6% | +10.6% |
| 3M | +6.8% | +1.8% | +5.0% | +5.3% |
| 6M | +18.7% | +24.1% | -5.4% | -2.5% |
| YTD | +3.0% | +12.4% | -9.3% | -10.3% |
| All | +17.0% | +20.8% | -3.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling