+167.3%
CCL vs GEHC
+4.1%
+163.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.9% |
| 7D | -4.4% | -7.6% | +3.3% | -0.5% |
| 30D | -18.2% | -10.7% | -7.5% | -13.4% |
| 3M | -17.7% | -1.2% | -16.5% | -18.1% |
| 6M | -13.0% | -13.7% | +0.7% | -7.0% |
| YTD | -24.5% | -20.4% | -4.0% | -15.9% |
| 1Y | -26.9% | -17.0% | -9.9% | -20.8% |
| 3Y | +50.8% | +0.9% | +49.8% | +40.2% |
| All | +167.3% | +4.1% | +163.2% | +144.8% |
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