+210.2%
PM vs CCL
-40.9%
+251.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.6% | -20.0% | +17.4% | -0.5% |
| 3M | +5.8% | -13.7% | +19.5% | +7.1% |
| 6M | +10.6% | -9.0% | +19.6% | +10.8% |
| YTD | +17.2% | -22.8% | +40.0% | +19.1% |
| 1Y | +17.6% | -25.3% | +42.9% | +19.7% |
| 3Y | +124.3% | +54.1% | +70.2% | +105.5% |
| 5Y | +125.1% | +3.5% | +121.6% | +107.1% |
| All | +210.2% | -40.9% | +251.1% | +176.5% |
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 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