+843.8%
PM vs CCL
+14.7%
+829.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.2% | +3.1% | -8.3% | -5.6% |
| 30D | +2.7% | +13.7% | -11.0% | +0.8% |
| 3M | +6.1% | +3.8% | +2.3% | +5.3% |
| 6M | +18.0% | +9.3% | +8.7% | +15.7% |
| YTD | +26.6% | -1.1% | +27.7% | +24.8% |
| 1Y | +36.7% | +14.6% | +22.1% | +31.7% |
| 3Y | +146.0% | +146.4% | -0.4% | +103.7% |
| 5Y | +164.1% | +21.9% | +142.2% | +130.4% |
| 10Y | +238.8% | -29.4% | +268.3% | +184.6% |
| All | +843.8% | +14.7% | +829.1% | +534.5% |
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 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