+173.1%
CCL vs GEHC
+6.6%
+166.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | +0.2% |
| 7D | -0.1% | -5.2% | +5.0% | +2.6% |
| 30D | -20.0% | -7.0% | -13.0% | -17.0% |
| 3M | -13.7% | +3.3% | -17.0% | -16.0% |
| 6M | -9.0% | -10.0% | +1.0% | -4.8% |
| YTD | -22.8% | -18.5% | -4.3% | -15.1% |
| 1Y | -25.3% | -14.4% | -10.9% | -20.3% |
| 3Y | +54.1% | +3.4% | +50.6% | +41.5% |
| All | +173.1% | +6.6% | +166.5% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling