+118.6%
GLD vs CCL
+21.4%
+97.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +3.1% | +1.6% | +4.6% |
| 30D | -0.9% | +13.7% | -14.6% | -1.2% |
| 3M | -4.4% | +3.8% | -8.2% | -4.6% |
| 6M | -13.6% | +9.3% | -22.8% | -13.8% |
| YTD | -6.0% | -1.1% | -4.9% | -6.3% |
| 1Y | +1.8% | +14.6% | -12.8% | +1.4% |
| 3Y | +103.2% | +146.4% | -43.2% | +101.1% |
| All | +118.6% | +21.4% | +97.2% | +107.9% |
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 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