+0.4%
CCL vs PSKY
-71.2%
+71.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -4.3% | -6.0% | +1.7% | -2.6% |
| 30D | -19.0% | +10.7% | -29.6% | -21.4% |
| 3M | -13.1% | +1.2% | -14.3% | -13.7% |
| 6M | -13.3% | +1.5% | -14.8% | -14.7% |
| YTD | -25.2% | -21.8% | -3.5% | -21.4% |
| 1Y | -27.2% | -30.2% | +3.0% | -22.3% |
| 3Y | +49.2% | -20.1% | +69.3% | +36.1% |
| 5Y | +0.4% | -70.5% | +70.9% | +42.8% |
| All | +0.4% | -71.2% | +71.5% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling