+816.6%
GLD vs CCL
-30.2%
+846.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | -5.0% | +4.5% | -0.6% |
| 30D | +4.4% | -20.3% | +24.7% | +4.2% |
| 3M | -1.1% | -15.1% | +14.0% | -1.2% |
| 6M | -13.8% | -15.1% | +1.3% | -13.9% |
| YTD | +2.6% | -21.8% | +24.4% | +2.5% |
| 1Y | +24.5% | -24.8% | +49.3% | +24.3% |
| 3Y | +125.8% | +51.9% | +74.0% | +127.7% |
| 5Y | +137.8% | +4.0% | +133.8% | +138.9% |
| 10Y | +221.4% | -42.2% | +263.6% | +221.7% |
| All | +816.6% | -30.2% | +846.8% | +818.3% |
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