-42.6%
CCL vs GPN
+28.5%
-71.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -3.2% | -4.3% | +1.1% | -0.2% |
| 30D | -17.8% | 0.0% | -17.8% | -18.0% |
| 3M | -18.7% | +35.8% | -54.5% | -35.9% |
| 6M | -11.4% | +22.0% | -33.4% | -24.9% |
| YTD | -24.3% | +15.2% | -39.5% | -34.6% |
| 1Y | -28.8% | +3.5% | -32.3% | -34.3% |
| 3Y | +49.3% | -26.9% | +76.3% | +72.1% |
| 5Y | +1.6% | -44.2% | +45.8% | +41.6% |
| All | -42.6% | +28.5% | -71.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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