+3,260.6%
PEP vs CCL
+1,103.2%
+2,157.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.1% |
| 7D | +1.0% | +3.1% | -2.0% | +0.7% |
| 30D | +12.6% | +17.5% | -4.9% | +10.5% |
| 3M | +3.1% | +6.8% | -3.7% | +2.1% |
| 6M | -6.3% | +18.7% | -25.0% | -8.5% |
| YTD | +1.9% | +3.0% | -1.2% | +0.4% |
| 1Y | +3.3% | +17.7% | -14.4% | 0.0% |
| 3Y | -4.8% | +155.6% | -160.4% | -18.0% |
| 5Y | +2.0% | +30.2% | -28.1% | -9.2% |
| 10Y | +80.3% | -28.5% | +108.8% | +55.0% |
| All | +3,260.6% | +1,103.2% | +2,157.4% | +1,280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling