+145.2%
CCL vs GFS
-16.3%
+161.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -1.7% |
| 7D | -1.5% | +6.2% | -7.8% | -3.3% |
| 30D | +16.5% | -11.4% | +27.8% | +19.6% |
| 3M | +11.2% | -15.5% | +26.7% | +15.3% |
| 6M | +22.6% | -42.6% | +65.2% | +39.0% |
| YTD | +2.6% | +23.2% | -20.6% | -14.5% |
| 1Y | +17.0% | +23.6% | -6.6% | -3.0% |
| All | +145.2% | -16.3% | +161.5% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling