-27.3%
CCL vs GM
+223.0%
-250.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.5% |
| 7D | -4.4% | -1.1% | -3.3% | -3.7% |
| 30D | -18.2% | -4.6% | -13.6% | -15.7% |
| 3M | -17.7% | +0.2% | -17.9% | -18.3% |
| 6M | -13.0% | +12.6% | -25.6% | -20.0% |
| YTD | -24.5% | +3.7% | -28.2% | -26.9% |
| 1Y | -26.9% | +45.6% | -72.6% | -45.2% |
| 3Y | +50.8% | +162.0% | -111.2% | -31.2% |
| 5Y | -0.9% | +80.5% | -81.4% | -39.5% |
| 10Y | -41.7% | +231.3% | -273.0% | -75.8% |
| All | -27.3% | +223.0% | -250.3% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling