-29.4%
CCL vs GD
+174.7%
-204.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -1.5% | +0.6% | -2.2% | -2.1% |
| 30D | +16.5% | +9.5% | +7.0% | +6.6% |
| 3M | +11.2% | -5.8% | +17.0% | +17.0% |
| 6M | +22.6% | +7.7% | +14.9% | +12.4% |
| YTD | +2.6% | +11.1% | -8.5% | -10.7% |
| 1Y | +17.0% | +6.1% | +10.9% | +6.7% |
| 3Y | +145.5% | +59.8% | +85.7% | +40.2% |
| 5Y | +36.1% | +104.6% | -68.5% | -44.0% |
| 10Y | -29.4% | +170.6% | -200.0% | -77.5% |
| All | -29.4% | +174.7% | -204.2% | -77.5% |
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