+55.4%
CCL vs GPC
-1.1%
+56.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -5.0% | +1.2% | -6.2% | -5.5% |
| 30D | -20.3% | +6.0% | -26.3% | -22.3% |
| 3M | -15.1% | +42.6% | -57.8% | -27.8% |
| 6M | -15.1% | +22.8% | -37.9% | -23.2% |
| YTD | -21.8% | +15.5% | -37.2% | -28.9% |
| 1Y | -24.8% | +2.0% | -26.8% | -27.9% |
| All | +55.4% | -1.1% | +56.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling