+212.6%
GLW vs CCL
+21.4%
+191.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -13.9% | +3.1% | -17.1% | -14.7% |
| 30D | -35.0% | +13.7% | -48.7% | -37.1% |
| 3M | -32.4% | +3.8% | -36.2% | -33.2% |
| 6M | -41.3% | +9.3% | -50.6% | -43.0% |
| YTD | +21.8% | -1.1% | +22.9% | +20.2% |
| 1Y | +21.8% | +14.6% | +7.3% | +15.9% |
| 3Y | +307.7% | +146.4% | +161.3% | +220.1% |
| All | +212.6% | +21.4% | +191.3% | +165.9% |
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