-29.4%
CCL vs GAP
+7.3%
-36.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | -1.5% | -9.3% | +7.8% | +2.9% |
| 30D | +16.5% | -5.5% | +21.9% | +19.4% |
| 3M | +11.2% | +3.5% | +7.7% | +8.4% |
| 6M | +22.6% | +0.7% | +21.9% | +19.7% |
| YTD | +2.6% | -13.4% | +15.9% | +6.8% |
| 1Y | +17.0% | -7.7% | +24.6% | +18.0% |
| 3Y | +145.5% | +74.4% | +71.1% | +54.8% |
| 5Y | +36.1% | +5.3% | +30.8% | +1.3% |
| 10Y | -29.4% | +4.7% | -34.1% | -66.0% |
| All | -29.4% | +7.3% | -36.7% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling