+29.2%
CCL vs GLXY
-41.9%
+71.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.8% | 0.0% |
| 7D | +3.1% | -14.6% | +17.7% | +4.1% |
| 30D | +13.7% | -36.2% | +49.9% | +18.1% |
| 3M | +3.8% | -30.1% | +33.9% | +6.0% |
| 6M | +9.3% | -56.1% | +65.4% | +17.5% |
| YTD | -1.1% | -38.9% | +37.8% | -1.7% |
| 1Y | +14.6% | -55.0% | +69.6% | +18.7% |
| All | +29.2% | -41.9% | +71.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3y: compounded portfolio wealth divided by compounded GLXY 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…
3y analysis · Full analysis span regression · 6 months rolling