-31.2%
CCL vs GD
+190.6%
-221.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | +2.6% | -5.0% | +7.6% | +7.4% |
| 30D | +13.1% | +8.9% | +4.2% | +4.0% |
| 3M | +3.3% | -8.0% | +11.3% | +10.9% |
| 6M | +8.7% | +2.9% | +5.8% | +4.2% |
| YTD | -1.6% | +7.1% | -8.7% | -11.3% |
| 1Y | +14.0% | +5.9% | +8.0% | +3.9% |
| 3Y | +145.1% | +53.9% | +91.3% | +45.9% |
| 5Y | +21.2% | +95.4% | -74.2% | -47.3% |
| All | -31.2% | +190.6% | -221.7% | -76.1% |
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