-43.4%
CCL vs GAP
+27.6%
-70.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -4.3% | -6.3% | +2.0% | -1.5% |
| 30D | -19.0% | -0.2% | -18.7% | -19.5% |
| 3M | -13.1% | 0.0% | -13.1% | -14.0% |
| 6M | -13.3% | -8.1% | -5.2% | -11.4% |
| YTD | -25.2% | -16.5% | -8.8% | -20.8% |
| 1Y | -27.2% | -10.5% | -16.7% | -25.8% |
| 3Y | +49.2% | +104.0% | -54.7% | -13.2% |
| 5Y | +0.4% | +6.8% | -6.4% | -25.9% |
| All | -43.4% | +27.6% | -70.9% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling