-42.6%
CCL vs PSKY
-74.6%
+31.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.4% |
| 7D | -3.2% | -2.4% | -0.8% | -2.3% |
| 30D | -17.8% | +11.6% | -29.4% | -21.5% |
| 3M | -18.7% | +1.5% | -20.2% | -19.7% |
| 6M | -11.4% | +7.7% | -19.1% | -15.6% |
| YTD | -24.3% | -20.1% | -4.2% | -20.2% |
| 1Y | -28.8% | -38.3% | +9.5% | -18.0% |
| 3Y | +49.3% | -17.7% | +67.1% | +29.2% |
| 5Y | +1.6% | -69.9% | +71.5% | +39.5% |
| All | -42.6% | -74.6% | +31.9% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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