+739.4%
GLD vs CCL
-11.7%
+751.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +3.1% | +1.6% | +4.7% |
| 30D | -0.9% | +13.7% | -14.6% | -0.8% |
| 3M | -4.4% | +3.8% | -8.2% | -4.4% |
| 6M | -13.6% | +9.3% | -22.8% | -13.5% |
| YTD | -6.0% | -1.1% | -4.9% | -6.0% |
| 1Y | +1.8% | +14.6% | -12.8% | +1.9% |
| 3Y | +103.2% | +146.4% | -43.2% | +105.7% |
| 5Y | +119.3% | +21.9% | +97.5% | +120.3% |
| 10Y | +199.5% | -29.4% | +228.9% | +199.9% |
| All | +739.4% | -11.7% | +751.1% | +742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling