+34.0%
CCL vs GTLB
-61.5%
+95.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.3% | -3.5% | +3.2% | +0.6% |
| 30D | +10.3% | -9.0% | +19.3% | +13.1% |
| 3M | +6.6% | +15.9% | -9.3% | +0.9% |
| 6M | +20.0% | +104.9% | -84.8% | -5.7% |
| YTD | -1.9% | +26.0% | -27.9% | -12.5% |
| 1Y | +10.4% | +1.8% | +8.7% | +4.8% |
| 3Y | +134.8% | +6.0% | +128.8% | +104.4% |
| 5Y | +34.0% | -62.2% | +96.2% | +46.2% |
| All | +34.0% | -61.5% | +95.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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