+22.0%
CCL vs PSX
+1,177.4%
-1,155.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -5.3% |
| 7D | -0.3% | +6.4% | -6.8% | -4.1% |
| 30D | +10.3% | -10.2% | +20.5% | +16.5% |
| 3M | +6.6% | +17.2% | -10.6% | -5.1% |
| 6M | +20.0% | +51.8% | -31.7% | -10.9% |
| YTD | -1.9% | +108.0% | -109.9% | -42.9% |
| 1Y | +10.4% | +96.1% | -85.7% | -33.4% |
| 3Y | +134.8% | +155.9% | -21.0% | +11.9% |
| 5Y | +34.0% | +306.9% | -272.9% | -57.1% |
| 10Y | -32.5% | +364.5% | -397.0% | -80.8% |
| All | +22.0% | +1,177.4% | -1,155.4% | -71.3% |
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