-41.0%
CCL vs GPC
+79.8%
-120.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | +0.9% |
| 7D | -0.1% | +0.2% | -0.3% | -0.3% |
| 30D | -20.0% | -0.4% | -19.6% | -19.7% |
| 3M | -13.7% | +39.2% | -52.8% | -34.3% |
| 6M | -9.0% | +18.2% | -27.2% | -21.4% |
| YTD | -22.8% | +12.1% | -34.9% | -32.4% |
| 1Y | -25.3% | -0.7% | -24.6% | -27.9% |
| 3Y | +54.1% | -1.7% | +55.7% | +39.1% |
| 5Y | +3.5% | +29.3% | -25.8% | -27.4% |
| 10Y | -41.0% | +80.7% | -121.7% | -67.8% |
| All | -41.0% | +79.8% | -120.9% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling