+3,981.9%
PG vs CCL
+801.4%
+3,180.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.1% | -20.0% | +19.8% | +2.1% |
| 3M | +1.1% | -13.7% | +14.7% | +2.4% |
| 6M | -3.8% | -9.0% | +5.2% | -3.4% |
| YTD | +3.8% | -22.8% | +26.7% | +5.8% |
| 1Y | -5.8% | -25.3% | +19.6% | -3.9% |
| 3Y | +3.0% | +54.1% | -51.1% | -4.7% |
| 5Y | +14.5% | +3.5% | +11.0% | +5.8% |
| 10Y | +117.8% | -41.0% | +158.8% | +94.1% |
| All | +3,981.9% | +801.4% | +3,180.5% | +1,762.7% |
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