-30.8%
CCL vs D
+42.6%
-73.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +3.1% | +3.0% | +0.2% | +2.2% |
| 30D | +13.7% | +11.5% | +2.2% | +9.8% |
| 3M | +3.8% | +3.7% | +0.1% | +2.6% |
| 6M | +9.3% | +13.5% | -4.3% | +4.7% |
| YTD | -1.1% | +20.7% | -21.8% | -7.3% |
| 1Y | +14.6% | +18.2% | -3.7% | +7.8% |
| 3Y | +146.4% | +73.3% | +73.1% | +98.6% |
| 5Y | +21.9% | +12.3% | +9.6% | +14.4% |
| All | -30.8% | +42.6% | -73.4% | -34.5% |
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