+807.8%
CCL vs GIS
+1,507.8%
-700.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | -5.0% | -7.8% | +2.8% | -2.7% |
| 30D | -20.3% | +6.6% | -26.9% | -22.0% |
| 3M | -15.1% | +21.0% | -36.1% | -20.3% |
| 6M | -15.1% | -9.1% | -6.0% | -13.2% |
| YTD | -21.8% | -13.6% | -8.2% | -19.2% |
| 1Y | -24.8% | -18.0% | -6.8% | -21.2% |
| 3Y | +51.9% | -33.7% | +85.5% | +66.1% |
| 5Y | +4.0% | -19.4% | +23.5% | +2.7% |
| 10Y | -42.2% | -21.3% | -21.0% | -46.1% |
| All | +807.8% | +1,507.8% | -700.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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