+186.8%
GS vs CCL
+137.7%
+49.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.8% | -4.5% |
| 7D | -6.3% | +2.6% | -8.9% | -7.2% |
| 30D | -3.1% | +11.3% | -14.5% | -6.7% |
| 3M | -17.7% | +0.3% | -17.9% | -18.0% |
| 6M | -4.6% | +16.1% | -20.7% | -10.4% |
| YTD | +0.3% | -1.6% | +1.9% | -1.4% |
| 1Y | +11.7% | +11.8% | 0.0% | +4.5% |
| All | +186.8% | +137.7% | +49.1% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling