+17.0%
CCL vs GAP
-7.7%
+24.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | -1.5% | -9.3% | +7.8% | +3.0% |
| 30D | +16.5% | -5.5% | +21.9% | +19.4% |
| 3M | +11.2% | +3.5% | +7.7% | +8.8% |
| 6M | +22.6% | +0.7% | +21.9% | +18.0% |
| YTD | +2.6% | -13.4% | +15.9% | +8.1% |
| 1Y | +17.0% | -7.7% | +24.6% | +19.1% |
| All | +17.0% | -7.7% | +24.6% | +19.1% |
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