+1.4%
CCL vs GPC
+30.9%
-29.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -5.0% | +1.2% | -6.2% | -5.7% |
| 30D | -20.3% | +6.0% | -26.3% | -23.1% |
| 3M | -15.1% | +42.6% | -57.8% | -32.5% |
| 6M | -15.1% | +22.8% | -37.9% | -26.0% |
| YTD | -21.8% | +15.5% | -37.2% | -31.0% |
| 1Y | -24.8% | +2.0% | -26.8% | -28.1% |
| 3Y | +51.9% | -1.4% | +53.3% | +41.1% |
| All | +1.4% | +30.9% | -29.5% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling