-27.4%
CCL vs PSLV
+115.4%
-142.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.1% | +2.7% | -2.8% | -0.5% |
| 30D | -20.0% | +3.5% | -23.4% | -20.4% |
| 3M | -13.7% | +0.3% | -13.9% | -13.9% |
| 6M | -9.0% | -21.0% | +12.0% | -6.8% |
| YTD | -22.8% | -8.9% | -13.9% | -23.2% |
| 1Y | -25.3% | +54.0% | -79.3% | -30.6% |
| 3Y | +54.1% | +175.4% | -121.4% | +33.2% |
| 5Y | +3.5% | +157.7% | -154.2% | -10.7% |
| 10Y | -41.0% | +184.9% | -226.0% | -51.4% |
| All | -27.4% | +115.4% | -142.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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