+42.4%
CCL vs GME
+1,082.6%
-1,040.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -5.0% | +7.2% | -12.3% | -5.9% |
| 30D | -20.3% | +0.8% | -21.1% | -20.4% |
| 3M | -15.1% | -14.0% | -1.2% | -13.8% |
| 6M | -15.1% | -19.7% | +4.6% | -13.2% |
| YTD | -21.8% | -4.6% | -17.2% | -21.7% |
| 1Y | -24.8% | -14.3% | -10.4% | -24.0% |
| 3Y | +51.9% | +4.0% | +47.8% | +28.8% |
| 5Y | +4.0% | -62.2% | +66.2% | -4.7% |
| 10Y | -42.2% | +241.4% | -283.6% | -83.6% |
| All | +42.4% | +1,082.6% | -1,040.3% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling