-58.9%
CCL vs GH
+481.7%
-540.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -5.0% | -0.1% | -5.0% | -5.1% |
| 30D | -20.3% | -1.1% | -19.3% | -20.3% |
| 3M | -15.1% | +21.3% | -36.4% | -19.4% |
| 6M | -15.1% | +73.5% | -88.6% | -26.0% |
| YTD | -21.8% | +58.0% | -79.8% | -30.6% |
| 1Y | -24.8% | +163.1% | -187.8% | -41.3% |
| 3Y | +51.9% | +361.0% | -309.2% | -2.6% |
| 5Y | +4.0% | +22.5% | -18.5% | -22.0% |
| All | -58.9% | +481.7% | -540.5% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling