+168.1%
PM vs CCL
+21.4%
+146.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.2% | +3.1% | -8.3% | -5.4% |
| 30D | +2.7% | +13.7% | -11.0% | +2.0% |
| 3M | +6.1% | +3.8% | +2.3% | +5.9% |
| 6M | +18.0% | +9.3% | +8.7% | +17.2% |
| YTD | +26.6% | -1.1% | +27.7% | +26.1% |
| 1Y | +36.7% | +14.6% | +22.1% | +34.9% |
| 3Y | +146.0% | +146.4% | -0.4% | +125.7% |
| All | +168.1% | +21.4% | +146.7% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling