+77.4%
CCL vs PRU
+809.8%
-732.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -3.8% |
| 7D | +2.6% | +4.8% | -2.2% | +0.2% |
| 30D | +11.3% | +7.9% | +3.5% | +7.0% |
| 3M | +0.3% | +3.1% | -2.8% | -1.4% |
| 6M | +16.1% | +25.2% | -9.1% | +3.0% |
| YTD | -1.6% | +12.7% | -14.3% | -7.6% |
| 1Y | +11.8% | +23.5% | -11.7% | +0.1% |
| 3Y | +139.6% | +50.6% | +89.0% | +95.8% |
| 5Y | +21.3% | +40.9% | -19.6% | +6.1% |
| 10Y | -29.8% | +125.5% | -155.2% | -46.9% |
| All | +77.4% | +809.8% | -732.4% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling