-44.4%
CCL vs GDDY
+381.9%
-426.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -2.3% |
| 7D | -4.3% | -7.0% | +2.7% | -1.6% |
| 30D | -19.0% | +6.2% | -25.2% | -21.6% |
| 3M | -13.1% | +20.0% | -33.1% | -21.9% |
| 6M | -13.3% | +6.8% | -20.1% | -19.0% |
| YTD | -25.2% | -22.3% | -2.9% | -20.3% |
| 1Y | -27.2% | -33.5% | +6.3% | -16.6% |
| 3Y | +49.2% | +29.2% | +20.0% | +23.5% |
| 5Y | +0.4% | +28.1% | -27.7% | -15.5% |
| 10Y | -42.3% | +200.2% | -242.5% | -61.4% |
| All | -44.4% | +381.9% | -426.2% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling