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  • GLW vs CCL✓SelectedUSD · CCLGLW vs CCL performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs CCL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,542.6%
CCL return
+813.5%
Excess return
+3,729.1%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCCLExcessAlpha
1D+5.7%+0.1%+5.6%+5.6%
7D+3.8%-5.0%+8.8%+5.3%
30D-1.3%-20.3%+19.0%+5.2%
3M-21.8%-15.1%-6.7%-18.4%
6M+6.9%-15.1%+22.0%+11.3%
YTD+77.2%-21.8%+98.9%+87.4%
1Y+123.2%-24.8%+148.0%+137.2%
3Y+400.0%+51.9%+348.1%+316.9%
5Y+342.8%+4.0%+338.8%+270.7%
10Y+771.4%-42.2%+813.6%+599.9%
All+4,542.6%+813.5%+3,729.1%+1,527.3%

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