-25.3%
CCL vs GPC
-0.1%
-25.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -20.0% | -0.4% | -19.6% | -19.8% |
| 3M | -13.7% | +39.2% | -52.8% | -26.3% |
| 6M | -9.0% | +18.2% | -27.2% | -19.0% |
| YTD | -22.8% | +12.1% | -34.9% | -35.5% |
| 1Y | -25.3% | -0.7% | -24.6% | -33.7% |
| All | -25.3% | -0.1% | -25.2% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling