-43.4%
CCL vs GME
+271.8%
-315.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | -4.3% | +6.0% | -10.3% | -4.8% |
| 30D | -19.0% | +8.3% | -27.3% | -19.6% |
| 3M | -13.1% | -9.1% | -4.0% | -12.5% |
| 6M | -13.3% | -16.3% | +3.0% | -12.2% |
| YTD | -25.2% | +1.5% | -26.8% | -25.6% |
| 1Y | -27.2% | -16.3% | -10.9% | -26.5% |
| 3Y | +49.2% | +15.1% | +34.1% | +32.0% |
| 5Y | +0.4% | -57.2% | +57.5% | -6.8% |
| All | -43.4% | +271.8% | -315.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling