+21.9%
CCL vs GGLL
-11.6%
+33.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.5% | +0.7% | +6.0% |
| 7D | +11.6% | -23.1% | +34.7% | +16.2% |
| 30D | +22.5% | -32.9% | +55.4% | +31.7% |
| 3M | +6.4% | -44.9% | +51.3% | +19.5% |
| 6M | +23.4% | -49.5% | +72.9% | +40.8% |
| YTD | +4.2% | -28.9% | +33.1% | +5.3% |
| 1Y | +21.9% | -12.2% | +34.1% | +22.9% |
| All | +21.9% | -11.6% | +33.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling