-29.4%
CCL vs GRMN
+665.4%
-694.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.5% |
| 7D | -1.5% | +1.7% | -3.2% | -2.6% |
| 30D | +16.5% | +10.2% | +6.3% | +8.5% |
| 3M | +11.2% | -4.7% | +15.9% | +14.3% |
| 6M | +22.6% | +22.3% | +0.3% | +3.3% |
| YTD | +2.6% | +46.7% | -44.1% | -24.9% |
| 1Y | +17.0% | +49.6% | -32.7% | -15.7% |
| 3Y | +145.5% | +165.3% | -19.7% | +3.3% |
| 5Y | +36.1% | +130.3% | -94.2% | -36.5% |
| 10Y | -29.4% | +658.0% | -687.4% | -81.2% |
| All | -29.4% | +665.4% | -694.8% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling