-41.3%
GLW vs CCL
+10.1%
-51.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -13.9% | +3.1% | -17.1% | -14.6% |
| 30D | -35.0% | +13.7% | -48.7% | -37.7% |
| 3M | -32.4% | +3.8% | -36.2% | -34.2% |
| 6M | -41.3% | +9.3% | -50.6% | -42.8% |
| All | -41.3% | +10.1% | -51.5% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling