+437.1%
GS vs CCL
-32.2%
+469.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +2.9% | -0.2% |
| 7D | +5.1% | -0.3% | +5.5% | +5.2% |
| 30D | +2.4% | +10.3% | -7.9% | -0.3% |
| 3M | -11.5% | +6.6% | -18.1% | -13.3% |
| 6M | -2.5% | +20.0% | -22.5% | -7.9% |
| YTD | +5.5% | -1.9% | +7.3% | +4.2% |
| 1Y | +11.0% | +10.4% | +0.6% | +6.0% |
| 3Y | +200.1% | +134.8% | +65.2% | +129.9% |
| 5Y | +154.7% | +34.0% | +120.7% | +106.8% |
| All | +437.1% | -32.2% | +469.3% | +395.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling