+1.3%
CCL vs PSA
+13.5%
-12.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -0.1% | -0.4% | +0.3% | +0.1% |
| 30D | -20.0% | -8.2% | -11.8% | -16.1% |
| 3M | -13.7% | -2.1% | -11.5% | -12.7% |
| 6M | -9.0% | -0.2% | -8.8% | -8.9% |
| YTD | -22.8% | +18.5% | -41.3% | -29.4% |
| 1Y | -25.3% | +6.6% | -31.9% | -28.1% |
| 3Y | +54.1% | +24.5% | +29.6% | +32.2% |
| All | +1.3% | +13.5% | -12.2% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling