+284.1%
GE vs CCL
+56.6%
+227.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.6% | -5.0% | +3.5% | -0.1% |
| 30D | -11.6% | -20.3% | +8.8% | -5.6% |
| 3M | +3.0% | -15.1% | +18.2% | +7.7% |
| 6M | -0.5% | -15.1% | +14.6% | +3.5% |
| YTD | +9.7% | -21.8% | +31.5% | +16.0% |
| 1Y | +20.0% | -24.8% | +44.8% | +27.5% |
| All | +284.1% | +56.6% | +227.4% | +233.9% |
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