-29.4%
CCL vs PSA
+133.3%
-162.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.5% | -2.1% | +0.5% | -0.6% |
| 30D | +16.5% | +16.2% | +0.2% | +8.6% |
| 3M | +11.2% | +4.3% | +6.9% | +9.0% |
| 6M | +22.6% | +9.9% | +12.7% | +17.3% |
| YTD | +2.6% | +33.3% | -30.7% | -10.0% |
| 1Y | +17.0% | +25.8% | -8.9% | +5.2% |
| 3Y | +145.5% | +54.8% | +90.8% | +97.9% |
| 5Y | +36.1% | +27.5% | +8.6% | +17.9% |
| 10Y | -29.4% | +134.5% | -164.0% | -51.7% |
| All | -29.4% | +133.3% | -162.8% | -51.7% |
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