-0.8%
CCL vs GNRC
-58.7%
+57.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | 0.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -17.8% | -15.7% | -2.0% | -11.9% |
| 3M | -18.7% | -27.3% | +8.7% | -8.5% |
| 6M | -11.4% | -12.1% | +0.7% | -9.4% |
| YTD | -24.3% | +37.1% | -61.4% | -37.5% |
| 1Y | -28.8% | -0.5% | -28.3% | -33.1% |
| 3Y | +49.3% | +61.5% | -12.2% | +7.7% |
| All | -0.8% | -58.7% | +57.9% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling