-4.7%
CCL vs GNRC
+2,120.5%
-2,125.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | -0.1% | +4.8% | -5.0% | -1.8% |
| 30D | -20.0% | -10.4% | -9.6% | -17.0% |
| 3M | -13.7% | -28.5% | +14.8% | -3.9% |
| 6M | -9.0% | -6.8% | -2.2% | -8.8% |
| YTD | -22.8% | +39.5% | -62.3% | -34.0% |
| 1Y | -25.3% | +3.4% | -28.7% | -29.5% |
| 3Y | +54.1% | +65.1% | -11.1% | +19.6% |
| 5Y | +3.5% | -57.1% | +60.6% | +17.0% |
| 10Y | -41.0% | +432.5% | -473.5% | -68.5% |
| All | -4.7% | +2,120.5% | -2,125.2% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling