+36.1%
CCL vs GFS
-26.8%
+62.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -2.3% |
| 7D | -1.5% | +6.2% | -7.8% | -4.0% |
| 30D | +16.5% | -11.4% | +27.8% | +20.7% |
| 3M | +11.2% | -15.5% | +26.7% | +16.7% |
| 6M | +22.6% | -42.6% | +65.2% | +45.1% |
| YTD | +2.6% | +23.2% | -20.6% | -17.7% |
| 1Y | +17.0% | +23.6% | -6.6% | -6.7% |
| 3Y | +145.5% | -17.2% | +162.8% | +121.2% |
| 5Y | +36.1% | -23.4% | +59.5% | +23.3% |
| All | +36.1% | -26.8% | +62.9% | +23.3% |
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