+52.3%
CCL vs PSX
+132.8%
-80.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -0.1% | +2.8% | -3.0% | -0.7% |
| 30D | -20.0% | +27.8% | -47.7% | -23.9% |
| 3M | -13.7% | +42.0% | -55.7% | -20.1% |
| 6M | -9.0% | +58.1% | -67.1% | -19.6% |
| YTD | -22.8% | +105.0% | -127.8% | -39.1% |
| 1Y | -25.3% | +104.9% | -130.2% | -41.3% |
| All | +52.3% | +132.8% | -80.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 3y: compounded portfolio wealth divided by compounded PSX 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…
3y analysis · Full analysis span regression · 6 months rolling