+263.8%
CCL vs GEHC
+33.6%
+230.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | +5.8% | +3.7% | +2.1% | +4.0% |
| 30D | +17.3% | +27.3% | -10.1% | +3.9% |
| 3M | +11.3% | +14.7% | -3.4% | +3.8% |
| 6M | +18.5% | +31.9% | -13.5% | +1.8% |
| YTD | +2.8% | +2.2% | +0.6% | +0.8% |
| 1Y | +16.7% | +14.1% | +2.7% | +8.1% |
| 3Y | +146.0% | +21.0% | +125.1% | +108.6% |
| All | +263.8% | +33.6% | +230.1% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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