+807.8%
CCL vs GAP
+2,258.2%
-1,450.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -5.0% | -4.5% | -0.6% | -3.4% |
| 30D | -20.3% | +9.0% | -29.4% | -23.4% |
| 3M | -15.1% | +5.0% | -20.1% | -17.2% |
| 6M | -15.1% | -17.8% | +2.7% | -10.2% |
| YTD | -21.8% | -10.4% | -11.4% | -19.8% |
| 1Y | -24.8% | -3.4% | -21.4% | -25.5% |
| 3Y | +51.9% | +111.5% | -59.6% | +1.1% |
| 5Y | +4.0% | +8.8% | -4.8% | -15.7% |
| 10Y | -42.2% | +32.9% | -75.1% | -60.9% |
| All | +807.8% | +2,258.2% | -1,450.5% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling