+3,093.2%
GLW vs CCL
+1,055.2%
+2,038.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -13.9% | +3.1% | -17.1% | -14.8% |
| 30D | -35.0% | +13.7% | -48.7% | -37.4% |
| 3M | -32.4% | +3.8% | -36.2% | -33.3% |
| 6M | -41.3% | +9.3% | -50.6% | -43.3% |
| YTD | +21.8% | -1.1% | +22.9% | +20.3% |
| 1Y | +21.8% | +14.6% | +7.3% | +14.9% |
| 3Y | +307.7% | +146.4% | +161.3% | +196.6% |
| 5Y | +213.7% | +21.9% | +191.8% | +151.4% |
| 10Y | +509.3% | -29.4% | +538.7% | +362.6% |
| All | +3,093.2% | +1,055.2% | +2,038.1% | +944.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling