+36.4%
CCL vs GFS
-9.0%
+45.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.2% |
| 7D | -0.3% | +17.2% | -17.6% | -6.4% |
| 30D | +10.3% | -8.7% | +19.1% | +13.1% |
| 3M | +6.6% | -19.7% | +26.2% | +14.2% |
| 6M | +20.0% | -40.7% | +60.7% | +39.8% |
| YTD | -1.9% | +22.5% | -24.4% | -20.8% |
| 1Y | +10.4% | +25.2% | -14.8% | -12.1% |
| 3Y | +134.8% | -17.7% | +152.5% | +112.6% |
| 5Y | +34.0% | -23.5% | +57.5% | +15.4% |
| All | +36.4% | -9.0% | +45.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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