-41.0%
CCL vs PTC
+204.7%
-245.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | +2.0% |
| 7D | -0.1% | -12.8% | +12.7% | +8.2% |
| 30D | -20.0% | -9.8% | -10.2% | -15.5% |
| 3M | -13.7% | -2.1% | -11.6% | -15.4% |
| 6M | -9.0% | -18.1% | +9.1% | -0.8% |
| YTD | -22.8% | -23.5% | +0.7% | -12.8% |
| 1Y | -25.3% | -37.4% | +12.1% | -3.7% |
| 3Y | +54.1% | -7.2% | +61.3% | +48.3% |
| 5Y | +3.5% | +2.7% | +0.8% | -6.6% |
| 10Y | -41.0% | +203.4% | -244.4% | -71.4% |
| All | -41.0% | +204.7% | -245.8% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling