+837.6%
GLW vs CCL
-41.5%
+879.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.3% | +8.9% | +7.9% |
| 7D | +14.0% | -0.1% | +14.1% | +14.0% |
| 30D | +0.4% | -20.0% | +20.3% | +5.6% |
| 3M | -11.3% | -13.7% | +2.3% | -8.5% |
| 6M | +35.1% | -9.0% | +44.1% | +37.3% |
| YTD | +90.5% | -22.8% | +113.4% | +100.1% |
| 1Y | +132.0% | -25.3% | +157.3% | +144.2% |
| 3Y | +463.3% | +54.1% | +409.2% | +389.2% |
| 5Y | +382.5% | +3.5% | +379.0% | +324.1% |
| 10Y | +837.6% | -41.0% | +878.7% | +859.7% |
| All | +837.6% | -41.5% | +879.1% | +859.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling