-60.2%
CCL vs GH
+467.1%
-527.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.5% |
| 7D | -3.2% | -2.5% | -0.7% | -2.7% |
| 30D | -17.8% | -4.7% | -13.1% | -17.1% |
| 3M | -18.7% | +20.2% | -38.9% | -22.6% |
| 6M | -11.4% | +78.8% | -90.2% | -23.3% |
| YTD | -24.3% | +54.1% | -78.4% | -32.5% |
| 1Y | -28.8% | +177.1% | -205.9% | -45.1% |
| 3Y | +49.3% | +371.6% | -322.3% | -4.7% |
| 5Y | +1.6% | +21.9% | -20.3% | -23.6% |
| All | -60.2% | +467.1% | -527.3% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling