+2,064.0%
GS vs CCL
-13.0%
+2,077.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | -5.0% | +6.0% | +2.8% |
| 30D | -1.6% | -20.3% | +18.8% | +6.8% |
| 3M | -4.5% | -15.1% | +10.7% | +0.8% |
| 6M | +20.9% | -15.1% | +36.0% | +26.4% |
| YTD | +19.9% | -21.8% | +41.7% | +28.4% |
| 1Y | +41.4% | -24.8% | +66.2% | +52.0% |
| 3Y | +239.2% | +51.9% | +187.3% | +169.3% |
| 5Y | +185.0% | +4.0% | +181.0% | +125.0% |
| 10Y | +655.0% | -42.2% | +697.2% | +459.8% |
| All | +2,064.0% | -13.0% | +2,077.0% | +951.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling