+145.1%
CCL vs GD
+54.3%
+90.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.6% | -5.0% | +7.6% | +4.7% |
| 30D | +13.1% | +8.9% | +4.2% | +8.9% |
| 3M | +3.3% | -8.0% | +11.3% | +6.9% |
| 6M | +8.7% | +2.9% | +5.8% | +6.8% |
| YTD | -1.6% | +7.1% | -8.7% | -5.9% |
| 1Y | +14.0% | +5.9% | +8.0% | +9.7% |
| 3Y | +145.1% | +53.9% | +91.3% | +95.4% |
| All | +145.1% | +54.3% | +90.8% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling