+267.6%
PM vs CCL
-29.1%
+296.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -7.1% | -1.5% | -5.5% | -6.9% |
| 30D | -2.8% | +16.5% | -19.2% | -4.3% |
| 3M | +6.3% | +11.2% | -4.9% | +5.0% |
| 6M | +9.6% | +22.6% | -12.9% | +6.9% |
| YTD | +25.6% | +2.6% | +23.0% | +24.0% |
| 1Y | +29.7% | +17.0% | +12.7% | +26.1% |
| 3Y | +147.6% | +145.5% | +2.0% | +116.1% |
| 5Y | +160.1% | +36.1% | +124.0% | +133.1% |
| All | +267.6% | -29.1% | +296.7% | +232.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling