-42.6%
CCL vs GM
+240.0%
-282.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.7% |
| 7D | -3.2% | -2.4% | -0.8% | -1.3% |
| 30D | -17.8% | -1.1% | -16.7% | -17.4% |
| 3M | -18.7% | +6.1% | -24.8% | -23.3% |
| 6M | -11.4% | +15.0% | -26.4% | -21.2% |
| YTD | -24.3% | +6.0% | -30.3% | -28.7% |
| 1Y | -28.8% | +47.1% | -75.9% | -49.7% |
| 3Y | +49.3% | +170.5% | -121.2% | -43.7% |
| 5Y | +1.6% | +80.5% | -78.9% | -45.1% |
| All | -42.6% | +240.0% | -282.7% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling