-42.8%
CCL vs GAP
+30.3%
-73.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.1% |
| 7D | -4.4% | -3.2% | -1.2% | -3.0% |
| 30D | -18.2% | -0.7% | -17.5% | -18.6% |
| 3M | -17.7% | -0.5% | -17.2% | -18.3% |
| 6M | -13.0% | -5.0% | -8.0% | -12.5% |
| YTD | -24.5% | -14.7% | -9.8% | -20.7% |
| 1Y | -26.9% | -8.6% | -18.3% | -26.2% |
| 3Y | +50.8% | +108.4% | -57.6% | -13.2% |
| 5Y | -0.9% | +5.8% | -6.7% | -26.4% |
| All | -42.8% | +30.3% | -73.1% | -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 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