-25.3%
CCL vs PTC
-38.1%
+12.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -0.9% |
| 7D | -0.1% | -12.8% | +12.7% | +1.0% |
| 30D | -20.0% | -9.8% | -10.2% | -19.4% |
| 3M | -13.7% | -2.1% | -11.6% | -14.5% |
| 6M | -9.0% | -18.1% | +9.1% | -4.5% |
| YTD | -22.8% | -23.5% | +0.7% | -14.9% |
| 1Y | -25.3% | -37.4% | +12.0% | -9.5% |
| All | -25.3% | -38.1% | +12.8% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling