+0.4%
CCL vs GM
+84.5%
-84.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -3.2% |
| 7D | -4.3% | -1.1% | -3.2% | -3.6% |
| 30D | -19.0% | -3.4% | -15.6% | -17.1% |
| 3M | -13.1% | +8.7% | -21.8% | -19.1% |
| 6M | -13.3% | +15.4% | -28.7% | -22.4% |
| YTD | -25.2% | +6.6% | -31.8% | -29.5% |
| 1Y | -27.2% | +51.5% | -78.7% | -48.3% |
| 3Y | +49.2% | +169.3% | -120.1% | -42.6% |
| 5Y | +0.4% | +81.6% | -81.2% | -46.3% |
| All | +0.4% | +84.5% | -84.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling