+146.0%
CCL vs GAP
+77.2%
+68.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.1% |
| 7D | +5.8% | -0.1% | +5.9% | +5.9% |
| 30D | +17.3% | -5.4% | +22.7% | +19.2% |
| 3M | +11.3% | +2.9% | +8.4% | +10.0% |
| 6M | +18.5% | -4.4% | +22.9% | +18.6% |
| YTD | +2.8% | -11.6% | +14.4% | +5.4% |
| 1Y | +16.7% | -6.0% | +22.8% | +17.8% |
| 3Y | +146.0% | +78.0% | +68.0% | +135.8% |
| All | +146.0% | +77.2% | +68.8% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling