+47.5%
CCL vs GNRC
+57.0%
-9.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | -19.0% | -15.8% | -3.1% | -13.8% |
| 3M | -13.1% | -24.0% | +10.9% | -5.1% |
| 6M | -13.3% | -13.8% | +0.5% | -11.2% |
| YTD | -25.2% | +33.2% | -58.5% | -37.3% |
| 1Y | -27.2% | -1.8% | -25.4% | -31.1% |
| All | +47.5% | +57.0% | -9.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling