+103.4%
GLD vs CCL
+30.6%
+72.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -2.7% |
| 7D | -5.5% | -0.3% | -5.1% | -5.5% |
| 30D | -7.0% | +10.3% | -17.3% | -7.2% |
| 3M | -12.4% | +6.6% | -18.9% | -12.5% |
| 6M | -18.0% | +20.0% | -38.0% | -18.3% |
| YTD | -10.5% | -1.9% | -8.6% | -10.7% |
| 1Y | -8.1% | +10.4% | -18.5% | -8.4% |
| 3Y | +97.7% | +134.8% | -37.1% | +95.6% |
| 5Y | +103.4% | +34.0% | +69.4% | +94.5% |
| All | +103.4% | +30.6% | +72.9% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling