+5.0%
CCL vs GFS
-2.1%
+7.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.9% |
| 7D | -4.4% | +4.5% | -8.9% | -6.1% |
| 30D | -18.2% | -8.2% | -10.0% | -15.6% |
| 3M | -17.7% | -38.9% | +21.1% | -1.7% |
| 6M | -13.0% | -2.9% | -10.1% | -18.1% |
| YTD | -24.5% | +31.8% | -56.3% | -39.8% |
| 1Y | -26.9% | +43.1% | -70.1% | -44.6% |
| 3Y | +50.8% | -20.6% | +71.4% | +42.9% |
| All | +5.0% | -2.1% | +7.1% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling