-27.2%
CCL vs PSKY
-31.0%
+3.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -4.3% | -6.0% | +1.7% | -3.7% |
| 30D | -19.0% | +10.7% | -29.6% | -19.7% |
| 3M | -13.1% | +1.2% | -14.3% | -13.3% |
| 6M | -13.3% | +1.5% | -14.8% | -13.6% |
| YTD | -25.2% | -21.8% | -3.5% | -23.9% |
| 1Y | -27.2% | -30.2% | +3.0% | -24.8% |
| All | -27.2% | -31.0% | +3.8% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling