-42.8%
CCL vs GME
+262.6%
-305.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.4% | -2.6% |
| 7D | -4.4% | +4.8% | -9.2% | -4.8% |
| 30D | -18.2% | +5.9% | -24.1% | -18.6% |
| 3M | -17.7% | -10.7% | -7.0% | -17.0% |
| 6M | -13.0% | -19.8% | +6.8% | -11.6% |
| YTD | -24.5% | -0.9% | -23.5% | -24.7% |
| 1Y | -26.9% | -15.7% | -11.3% | -26.3% |
| 3Y | +50.8% | +12.3% | +38.4% | +33.6% |
| 5Y | -0.9% | -60.1% | +59.1% | -7.5% |
| All | -42.8% | +262.6% | -305.4% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling