-34.0%
CCL vs D
+48.0%
-82.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | +13.1% | +7.7% | +5.4% | +10.5% |
| 3M | +3.4% | -0.3% | +3.7% | +3.4% |
| 6M | +18.7% | +10.1% | +8.7% | +14.9% |
| YTD | -2.3% | +19.1% | -21.3% | -8.1% |
| 1Y | +14.2% | +15.9% | -1.7% | +8.1% |
| 3Y | +133.6% | +75.0% | +58.6% | +87.3% |
| 5Y | +33.5% | +13.4% | +20.1% | +24.7% |
| All | -34.0% | +48.0% | -82.1% | -39.3% |
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