-43.4%
CCL vs GRMN
+646.1%
-689.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | -1.8% | -2.5% | -3.1% |
| 30D | -19.0% | -12.1% | -6.9% | -11.2% |
| 3M | -13.1% | +18.0% | -31.1% | -24.5% |
| 6M | -13.3% | +13.7% | -27.0% | -22.3% |
| YTD | -25.2% | +35.3% | -60.5% | -41.6% |
| 1Y | -27.2% | +17.2% | -44.4% | -37.5% |
| 3Y | +49.2% | +179.6% | -130.4% | -40.6% |
| 5Y | +0.4% | +75.6% | -75.2% | -42.7% |
| All | -43.4% | +646.1% | -689.4% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling