+36.1%
CCL vs D
+13.0%
+23.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | +16.5% | +9.0% | +7.5% | +14.1% |
| 3M | +11.2% | +1.0% | +10.3% | +10.9% |
| 6M | +22.6% | +11.0% | +11.6% | +19.5% |
| YTD | +2.6% | +19.8% | -17.2% | -2.0% |
| 1Y | +17.0% | +16.0% | +1.0% | +12.4% |
| 3Y | +145.5% | +74.4% | +71.2% | +105.0% |
| 5Y | +36.1% | +13.5% | +22.6% | +27.5% |
| All | +36.1% | +13.0% | +23.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling