+132.0%
GLW vs CCL
-25.6%
+157.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.3% | +8.9% | +8.0% |
| 7D | +14.0% | -0.1% | +14.1% | +14.0% |
| 30D | +0.4% | -20.0% | +20.3% | +8.0% |
| 3M | -11.3% | -13.7% | +2.3% | -7.0% |
| 6M | +35.1% | -9.0% | +44.1% | +37.7% |
| YTD | +90.5% | -22.8% | +113.4% | +97.6% |
| 1Y | +132.0% | -25.3% | +157.3% | +135.7% |
| All | +132.0% | -25.6% | +157.7% | +135.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling