+152.0%
GE vs CCL
-42.2%
+194.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.2% |
| 7D | -1.2% | -4.4% | +3.1% | +0.1% |
| 30D | -11.3% | -18.2% | +6.9% | -5.7% |
| 3M | -1.4% | -17.7% | +16.3% | +4.3% |
| 6M | +1.2% | -13.0% | +14.2% | +5.0% |
| YTD | +5.9% | -24.5% | +30.4% | +14.0% |
| 1Y | +18.4% | -26.9% | +45.3% | +27.6% |
| 3Y | +271.0% | +50.8% | +220.2% | +205.2% |
| 5Y | +417.9% | -0.9% | +418.9% | +342.2% |
| 10Y | +152.0% | -41.7% | +193.6% | +120.5% |
| All | +152.0% | -42.2% | +194.1% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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