+1,095.7%
CCL vs GAP
+2,254.5%
-1,158.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.9% |
| 7D | +3.1% | 0.0% | +3.0% | +3.1% |
| 30D | +17.5% | -4.3% | +21.8% | +19.4% |
| 3M | +6.8% | +9.4% | -2.6% | +2.5% |
| 6M | +18.7% | -3.3% | +22.0% | +18.4% |
| YTD | +3.0% | -10.5% | +13.6% | +5.5% |
| 1Y | +17.7% | -2.4% | +20.1% | +16.6% |
| 3Y | +155.6% | +80.1% | +75.5% | +81.7% |
| 5Y | +30.2% | +6.5% | +23.7% | +6.6% |
| 10Y | -28.5% | +14.6% | -43.1% | -49.1% |
| All | +1,095.7% | +2,254.5% | -1,158.8% | +161.3% |
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