+3.5%
CCL vs GH
+22.3%
-18.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.4% |
| 30D | -20.0% | -4.5% | -15.5% | -19.2% |
| 3M | -13.7% | +28.9% | -42.6% | -20.2% |
| 6M | -9.0% | +76.5% | -85.5% | -23.2% |
| YTD | -22.8% | +57.6% | -80.4% | -33.1% |
| 1Y | -25.3% | +167.5% | -192.8% | -45.0% |
| 3Y | +54.1% | +377.4% | -323.3% | -11.2% |
| 5Y | +3.5% | +23.8% | -20.4% | -38.2% |
| All | +3.5% | +22.3% | -18.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling