+49.3%
CCL vs GDDY
+30.8%
+18.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.7% |
| 7D | -3.2% | -3.2% | 0.0% | -2.4% |
| 30D | -17.8% | +6.8% | -24.6% | -19.9% |
| 3M | -18.7% | +30.5% | -49.1% | -27.0% |
| 6M | -11.4% | +13.3% | -24.7% | -17.4% |
| YTD | -24.3% | -21.0% | -3.3% | -17.0% |
| 1Y | -28.8% | -34.0% | +5.2% | -14.3% |
| 3Y | +49.3% | +33.1% | +16.3% | +17.2% |
| All | +49.3% | +30.8% | +18.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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