+82.0%
CCL vs GRMN
+6,966.1%
-6,884.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.2% |
| 7D | +5.8% | +6.3% | -0.5% | +3.5% |
| 30D | +17.3% | +7.6% | +9.7% | +14.0% |
| 3M | +11.3% | -7.5% | +18.8% | +14.4% |
| 6M | +18.5% | +21.2% | -2.8% | +9.0% |
| YTD | +2.8% | +44.0% | -41.2% | -11.4% |
| 1Y | +16.7% | +44.7% | -28.0% | +0.5% |
| 3Y | +146.0% | +160.5% | -14.5% | +68.3% |
| 5Y | +33.6% | +124.6% | -91.0% | -2.5% |
| 10Y | -29.4% | +651.6% | -681.1% | -63.7% |
| All | +82.0% | +6,966.1% | -6,884.1% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling