+127.7%
GLD vs CCL
+53.4%
+74.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | -5.0% | +4.5% | -0.3% |
| 30D | +4.4% | -20.3% | +24.7% | +5.2% |
| 3M | -1.1% | -15.1% | +14.0% | -0.6% |
| 6M | -13.8% | -15.1% | +1.3% | -13.5% |
| YTD | +2.6% | -21.8% | +24.4% | +2.9% |
| 1Y | +24.5% | -24.8% | +49.3% | +24.8% |
| All | +127.7% | +53.4% | +74.3% | +128.2% |
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