-41.7%
CCL vs PSA
+98.4%
-140.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.1% |
| 7D | -4.4% | -2.2% | -2.1% | -3.4% |
| 30D | -18.2% | -9.6% | -8.6% | -14.3% |
| 3M | -17.7% | -7.9% | -9.8% | -14.5% |
| 6M | -13.0% | -2.0% | -11.0% | -12.0% |
| YTD | -24.5% | +15.7% | -40.2% | -29.2% |
| 1Y | -26.9% | +5.8% | -32.7% | -28.9% |
| 3Y | +50.8% | +21.6% | +29.2% | +35.7% |
| 5Y | -0.9% | +13.1% | -14.1% | -9.2% |
| 10Y | -41.7% | +101.3% | -142.9% | -58.0% |
| All | -41.7% | +98.4% | -140.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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