+795.8%
CCL vs GFI
+685.3%
+110.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.1% | +5.7% | -5.8% | -0.3% |
| 30D | -20.0% | +15.6% | -35.6% | -20.4% |
| 3M | -13.7% | +31.5% | -45.2% | -14.5% |
| 6M | -9.0% | -3.7% | -5.3% | -9.1% |
| YTD | -22.8% | +11.2% | -34.0% | -23.2% |
| 1Y | -25.3% | +36.4% | -61.7% | -26.2% |
| 3Y | +54.1% | +313.5% | -259.5% | +46.8% |
| 5Y | +3.5% | +528.0% | -524.5% | -3.0% |
| 10Y | -41.0% | +1,021.4% | -1,062.5% | -46.3% |
| All | +795.8% | +685.3% | +110.5% | +733.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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