-41.6%
CCL vs GD
+190.3%
-231.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.8% |
| 7D | -5.0% | -5.3% | +0.2% | -0.2% |
| 30D | -20.3% | -6.4% | -13.9% | -15.4% |
| 3M | -15.1% | +5.7% | -20.8% | -20.2% |
| 6M | -15.1% | -0.9% | -14.2% | -15.6% |
| YTD | -21.8% | +8.2% | -29.9% | -29.8% |
| 1Y | -24.8% | +13.4% | -38.2% | -35.7% |
| 3Y | +51.9% | +68.5% | -16.6% | -19.0% |
| 5Y | +4.0% | +97.2% | -93.1% | -54.9% |
| All | -41.6% | +190.3% | -231.9% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling