+342.1%
GLW vs CCL
+5.2%
+336.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | -5.0% | +8.8% | +5.1% |
| 30D | -1.3% | -20.3% | +19.0% | +4.2% |
| 3M | -21.8% | -15.1% | -6.7% | -18.8% |
| 6M | +6.9% | -15.1% | +22.0% | +10.6% |
| YTD | +77.2% | -21.8% | +98.9% | +85.6% |
| 1Y | +123.2% | -24.8% | +148.0% | +134.8% |
| 3Y | +400.0% | +51.9% | +348.1% | +336.3% |
| All | +342.1% | +5.2% | +336.9% | +294.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling