+78.6%
CCL vs GME
+1,481.4%
-1,402.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.4% |
| 7D | -0.3% | +6.0% | -6.3% | -1.0% |
| 30D | +10.3% | -5.9% | +16.2% | +11.1% |
| 3M | +6.6% | +38.2% | -31.6% | +2.4% |
| 6M | +20.0% | +14.5% | +5.5% | +17.6% |
| YTD | -1.9% | +27.6% | -29.5% | -5.3% |
| 1Y | +10.4% | +19.9% | -9.5% | +7.3% |
| 3Y | +134.8% | +104.3% | +30.5% | +83.1% |
| 5Y | +34.0% | -49.3% | +83.3% | +18.6% |
| 10Y | -32.5% | +473.0% | -505.5% | -82.6% |
| All | +78.6% | +1,481.4% | -1,402.8% | -67.0% |
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