-2.1%
CCL vs GPN
-44.5%
+42.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.1% |
| 7D | -4.3% | -3.5% | -0.8% | -2.2% |
| 30D | -19.0% | +3.1% | -22.1% | -20.7% |
| 3M | -13.1% | +42.3% | -55.4% | -30.9% |
| 6M | -13.3% | +20.9% | -34.2% | -24.1% |
| YTD | -25.2% | +15.2% | -40.5% | -33.7% |
| 1Y | -27.2% | +5.4% | -32.6% | -32.3% |
| 3Y | +49.2% | -27.4% | +76.6% | +73.9% |
| All | -2.1% | -44.5% | +42.4% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling