+278.2%
GE vs CCL
+145.8%
+132.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.6% |
| 7D | +6.3% | +3.1% | +3.2% | +5.3% |
| 30D | +8.9% | +17.5% | -8.7% | +3.9% |
| 3M | -9.2% | +6.8% | -16.0% | -11.2% |
| 6M | +13.2% | +18.7% | -5.5% | +7.0% |
| YTD | +9.4% | +3.0% | +6.4% | +6.4% |
| 1Y | +9.8% | +17.7% | -7.9% | +3.0% |
| 3Y | +278.2% | +155.6% | +122.6% | +210.0% |
| All | +278.2% | +145.8% | +132.4% | +210.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling