+1.3%
CCL vs GME
-58.0%
+59.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | -20.0% | -1.4% | -18.6% | -19.8% |
| 3M | -13.7% | -15.1% | +1.5% | -11.7% |
| 6M | -9.0% | -22.5% | +13.5% | -5.9% |
| YTD | -22.8% | -5.9% | -16.9% | -22.6% |
| 1Y | -25.3% | -18.6% | -6.7% | -23.7% |
| 3Y | +54.1% | +6.7% | +47.4% | +12.7% |
| All | +1.3% | -58.0% | +59.3% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling