+54.1%
CCL vs GFS
-20.2%
+74.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | -0.1% | +2.6% | -2.8% | -0.9% |
| 30D | -20.0% | -16.4% | -3.6% | -15.6% |
| 3M | -13.7% | -41.6% | +27.9% | +0.8% |
| 6M | -9.0% | -3.7% | -5.3% | -14.2% |
| YTD | -22.8% | +29.3% | -52.1% | -36.5% |
| 1Y | -25.3% | +37.1% | -62.4% | -40.5% |
| 3Y | +54.1% | -22.1% | +76.2% | +47.8% |
| All | +54.1% | -20.2% | +74.3% | +47.8% |
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