+486.7%
GS vs CCL
-30.2%
+516.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -3.2% | +3.1% | -6.3% | -4.0% |
| 30D | -2.4% | +13.7% | -16.1% | -5.7% |
| 3M | -15.7% | +3.8% | -19.5% | -16.9% |
| 6M | -6.8% | +9.3% | -16.0% | -9.8% |
| YTD | -0.1% | -1.1% | +1.0% | -1.5% |
| 1Y | +12.1% | +14.6% | -2.5% | +6.0% |
| 3Y | +185.8% | +146.4% | +39.4% | +116.2% |
| 5Y | +140.1% | +21.9% | +118.2% | +100.0% |
| All | +486.7% | -30.2% | +516.9% | +454.2% |
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