+49.0%
CCL vs GM
+160.9%
-111.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.8% |
| 7D | -4.4% | -1.1% | -3.3% | -3.8% |
| 30D | -18.2% | -4.6% | -13.6% | -16.2% |
| 3M | -17.7% | +0.2% | -17.9% | -18.0% |
| 6M | -13.0% | +12.6% | -25.6% | -18.3% |
| YTD | -24.5% | +3.7% | -28.2% | -26.3% |
| 1Y | -26.9% | +45.6% | -72.6% | -39.9% |
| All | +49.0% | +160.9% | -111.9% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling