-48.4%
CCL vs GH
+458.1%
-506.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | -0.3% | +0.9% | -1.3% | -0.5% |
| 30D | +10.3% | -4.5% | +14.8% | +11.2% |
| 3M | +6.6% | -6.2% | +12.8% | +7.1% |
| 6M | +20.0% | +55.0% | -34.9% | +6.9% |
| YTD | -1.9% | +51.6% | -53.5% | -12.8% |
| 1Y | +10.4% | +58.3% | -47.8% | -3.0% |
| 3Y | +134.8% | +617.6% | -482.8% | +35.3% |
| 5Y | +34.0% | +49.2% | -15.2% | -2.2% |
| All | -48.4% | +458.1% | -506.5% | -69.5% |
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