-27.2%
CCL vs GME
-19.1%
-8.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | -4.3% | +6.0% | -10.3% | -4.9% |
| 30D | -19.0% | +8.3% | -27.3% | -19.6% |
| 3M | -13.1% | -9.1% | -4.0% | -12.1% |
| 6M | -13.3% | -16.3% | +3.0% | -11.2% |
| YTD | -25.2% | +1.5% | -26.8% | -23.8% |
| 1Y | -27.2% | -16.3% | -10.9% | -26.4% |
| All | -27.2% | -19.1% | -8.1% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling