+152.4%
GS vs CCL
+28.4%
+123.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +3.6% |
| 7D | +0.8% | +3.1% | -2.2% | +0.1% |
| 30D | +1.2% | +17.5% | -16.3% | -2.9% |
| 3M | -12.4% | +6.8% | -19.2% | -14.2% |
| 6M | -2.3% | +18.7% | -21.1% | -7.3% |
| YTD | +4.6% | +3.0% | +1.6% | +2.1% |
| 1Y | +17.5% | +17.7% | -0.2% | +10.6% |
| 3Y | +202.0% | +155.6% | +46.4% | +135.2% |
| 5Y | +152.4% | +30.2% | +122.2% | +117.6% |
| All | +152.4% | +28.4% | +123.9% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling