+3.7%
PEP vs CCL
+17.9%
-14.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.3% | -3.5% | +3.4% |
| 7D | +7.4% | +11.6% | -4.2% | +6.9% |
| 30D | +13.3% | +22.5% | -9.2% | +12.4% |
| 3M | +3.5% | +6.4% | -2.9% | +3.0% |
| 6M | -5.9% | +23.4% | -29.3% | -6.5% |
| YTD | +2.3% | +4.2% | -1.9% | +1.5% |
| 1Y | +3.7% | +21.9% | -18.2% | +2.1% |
| All | +3.7% | +17.9% | -14.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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