-4.6%
GS vs CCL
+16.3%
-20.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.8% | -4.7% |
| 7D | -6.3% | +2.6% | -8.9% | -6.9% |
| 30D | -3.1% | +11.3% | -14.5% | -5.9% |
| 3M | -17.7% | +0.3% | -17.9% | -16.8% |
| 6M | -4.6% | +16.1% | -20.7% | -8.7% |
| All | -4.6% | +16.3% | -20.8% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling