+763.1%
PM vs CCL
-9.3%
+772.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -5.0% | +0.2% | -4.2% |
| 30D | -3.4% | -20.3% | +17.0% | -0.4% |
| 3M | +5.2% | -15.1% | +20.3% | +7.2% |
| 6M | +3.7% | -15.1% | +18.8% | +5.0% |
| YTD | +15.8% | -21.8% | +37.5% | +18.2% |
| 1Y | +17.4% | -24.8% | +42.2% | +20.0% |
| 3Y | +116.9% | +51.9% | +65.1% | +93.0% |
| 5Y | +117.3% | +4.0% | +113.3% | +93.2% |
| 10Y | +193.8% | -42.2% | +236.0% | +153.0% |
| All | +763.1% | -9.3% | +772.4% | +500.8% |
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 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