+20.0%
CCL vs GH
+59.7%
-39.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +10.7% |
| 3M | +6.6% | -6.2% | +12.8% | +5.9% |
| 6M | +20.0% | +55.0% | -34.9% | -4.5% |
| All | +20.0% | +59.7% | -39.7% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling