+0.3%
GLD vs CCL
+16.1%
-15.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.4% |
| 7D | +4.9% | +3.1% | +1.9% | +4.5% |
| 30D | -1.3% | +17.5% | -18.8% | -3.3% |
| 3M | -4.8% | +6.8% | -11.6% | -5.9% |
| 6M | -12.5% | +18.7% | -31.2% | -14.6% |
| YTD | -4.2% | +3.0% | -7.3% | -6.7% |
| All | +0.3% | +16.1% | -15.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling