-28.8%
CCL vs PSKY
-63.1%
+34.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -0.2% |
| 7D | -1.7% | -24.6% | +22.9% | +8.3% |
| 30D | +14.8% | -36.1% | +50.9% | +34.1% |
| 3M | +3.0% | -36.0% | +39.0% | +13.4% |
| 6M | -4.1% | -40.5% | +36.5% | +8.7% |
| YTD | -13.8% | -47.7% | +33.8% | -0.1% |
| 1Y | -6.7% | -58.4% | +51.6% | +17.9% |
| 3Y | +112.9% | -40.7% | +153.6% | +94.2% |
| 5Y | +11.2% | -80.0% | +91.2% | +61.4% |
| 10Y | -36.0% | -84.4% | +48.4% | -12.6% |
| All | -28.8% | -63.1% | +34.3% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling