+1,710.5%
GS vs CCL
+9.5%
+1,701.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.8% | -4.3% |
| 7D | -6.3% | +2.6% | -8.9% | -7.2% |
| 30D | -3.1% | +11.3% | -14.5% | -6.9% |
| 3M | -17.7% | +0.3% | -17.9% | -18.3% |
| 6M | -4.6% | +16.1% | -20.7% | -10.9% |
| YTD | +0.3% | -1.6% | +1.9% | -1.8% |
| 1Y | +11.7% | +11.8% | 0.0% | +3.9% |
| 3Y | +183.6% | +139.6% | +44.0% | +90.2% |
| 5Y | +141.0% | +21.3% | +119.7% | +80.4% |
| 10Y | +507.4% | -29.8% | +537.2% | +320.1% |
| All | +1,710.5% | +9.5% | +1,701.0% | +704.5% |
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