+17.4%
PM vs CCL
-23.9%
+41.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -5.0% | +0.2% | -4.8% |
| 30D | -3.4% | -20.3% | +17.0% | -3.3% |
| 3M | +5.2% | -15.1% | +20.3% | +5.3% |
| 6M | +3.7% | -15.1% | +18.8% | +4.0% |
| YTD | +15.8% | -21.8% | +37.5% | +16.1% |
| 1Y | +17.4% | -24.8% | +42.2% | +17.6% |
| All | +17.4% | -23.9% | +41.3% | +17.6% |
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