+807.8%
CCL vs GPC
+2,341.8%
-1,534.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | -5.0% | +1.2% | -6.2% | -5.8% |
| 30D | -20.3% | +6.0% | -26.3% | -23.5% |
| 3M | -15.1% | +42.6% | -57.8% | -34.8% |
| 6M | -15.1% | +22.8% | -37.9% | -27.4% |
| YTD | -21.8% | +15.5% | -37.2% | -31.7% |
| 1Y | -24.8% | +2.0% | -26.8% | -28.3% |
| 3Y | +51.9% | -1.4% | +53.3% | +40.3% |
| 5Y | +4.0% | +30.6% | -26.6% | -20.8% |
| 10Y | -42.2% | +80.6% | -122.8% | -63.9% |
| All | +807.8% | +2,341.8% | -1,534.0% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling