-28.5%
CCL vs D
+42.1%
-70.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +3.1% | +0.8% | +2.3% | +2.8% |
| 30D | +17.5% | +10.7% | +6.8% | +13.8% |
| 3M | +6.8% | +2.3% | +4.5% | +6.0% |
| 6M | +18.7% | +12.5% | +6.2% | +14.1% |
| YTD | +3.0% | +20.1% | -17.1% | -3.3% |
| 1Y | +17.7% | +15.6% | +2.2% | +11.6% |
| 3Y | +155.6% | +75.2% | +80.4% | +105.2% |
| 5Y | +30.2% | +14.6% | +15.6% | +21.2% |
| 10Y | -28.5% | +43.8% | -72.2% | -32.1% |
| All | -28.5% | +42.1% | -70.6% | -32.1% |
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