-2.7%
CCL vs PSX
+1,139.4%
-1,142.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | -5.0% | +4.5% | -9.6% | -7.7% |
| 30D | -20.3% | +26.6% | -47.0% | -31.5% |
| 3M | -15.1% | +39.3% | -54.4% | -32.1% |
| 6M | -15.1% | +56.8% | -71.9% | -38.8% |
| YTD | -21.8% | +101.8% | -123.6% | -52.8% |
| 1Y | -24.8% | +99.6% | -124.4% | -54.6% |
| 3Y | +51.9% | +140.3% | -88.5% | -23.7% |
| 5Y | +4.0% | +339.3% | -335.3% | -68.5% |
| 10Y | -42.2% | +369.9% | -412.1% | -83.2% |
| All | -2.7% | +1,139.4% | -1,142.1% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling