-40.8%
CCL vs D
+34.8%
-75.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -5.0% | +1.5% | -6.5% | -5.5% |
| 30D | -20.3% | -2.6% | -17.8% | -19.7% |
| 3M | -15.1% | 0.0% | -15.1% | -15.2% |
| 6M | -15.1% | +7.4% | -22.5% | -17.3% |
| YTD | -21.8% | +15.9% | -37.6% | -25.8% |
| 1Y | -24.8% | +18.1% | -42.9% | -29.3% |
| 3Y | +51.9% | +58.4% | -6.5% | +25.9% |
| 5Y | +4.0% | +5.2% | -1.2% | -0.3% |
| All | -40.8% | +34.8% | -75.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling