+103.2%
GLD vs CCL
+138.8%
-35.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +3.1% | +1.6% | +4.5% |
| 30D | -0.9% | +13.7% | -14.6% | -1.5% |
| 3M | -4.4% | +3.8% | -8.2% | -4.8% |
| 6M | -13.6% | +9.3% | -22.8% | -14.1% |
| YTD | -6.0% | -1.1% | -4.9% | -6.7% |
| 1Y | +1.8% | +14.6% | -12.8% | +0.9% |
| 3Y | +103.2% | +146.4% | -43.2% | +99.9% |
| All | +103.2% | +138.8% | -35.6% | +99.9% |
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