+1,109.3%
CCL vs GD
+20,595.6%
-19,486.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.6% | +9.8% | +8.5% |
| 7D | +11.6% | +3.0% | +8.6% | +10.0% |
| 30D | +22.5% | +10.5% | +12.0% | +16.7% |
| 3M | +6.4% | -5.0% | +11.4% | +8.6% |
| 6M | +23.4% | +5.5% | +17.9% | +19.6% |
| YTD | +4.2% | +10.3% | -6.1% | -1.9% |
| 1Y | +21.9% | +8.2% | +13.7% | +16.0% |
| 3Y | +153.6% | +59.0% | +94.5% | +99.2% |
| 5Y | +39.1% | +104.3% | -65.2% | -2.9% |
| 10Y | -25.7% | +202.4% | -228.1% | -53.4% |
| All | +1,109.3% | +20,595.6% | -19,486.3% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling