-26.9%
CCL vs GAP
-8.8%
-18.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.2% |
| 7D | -4.4% | -3.2% | -1.2% | -3.1% |
| 30D | -18.2% | -0.7% | -17.5% | -18.4% |
| 3M | -17.7% | -0.5% | -17.2% | -18.2% |
| 6M | -13.0% | -5.0% | -8.0% | -12.6% |
| YTD | -24.5% | -14.7% | -9.8% | -20.3% |
| 1Y | -26.9% | -8.6% | -18.3% | -25.5% |
| All | -26.9% | -8.8% | -18.2% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling