+133.6%
CCL vs GEHC
+20.0%
+113.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.5% |
| 30D | +13.1% | +21.3% | -8.2% | +3.1% |
| 3M | +3.4% | +12.6% | -9.2% | -2.4% |
| 6M | +18.7% | +34.3% | -15.6% | +1.7% |
| YTD | -2.3% | +1.4% | -3.7% | -3.6% |
| 1Y | +14.2% | +12.5% | +1.7% | +7.1% |
| 3Y | +133.6% | +19.2% | +114.4% | +110.2% |
| All | +133.6% | +20.0% | +113.6% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling