+542.4%
GLW vs CCL
-27.9%
+570.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.2% | +5.1% | +8.3% |
| 7D | -5.9% | +3.1% | -8.9% | -6.5% |
| 30D | -26.0% | +17.5% | -43.5% | -28.8% |
| 3M | -29.9% | +6.8% | -36.7% | -31.1% |
| 6M | -37.8% | +18.7% | -56.5% | -40.6% |
| YTD | +33.1% | +3.0% | +30.1% | +30.5% |
| 1Y | +36.8% | +17.7% | +19.1% | +29.8% |
| 3Y | +356.1% | +155.6% | +200.5% | +253.8% |
| 5Y | +243.8% | +30.2% | +213.6% | +186.4% |
| 10Y | +542.4% | -28.5% | +570.9% | +516.3% |
| All | +542.4% | -27.9% | +570.3% | +516.3% |
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 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