+1,042.5%
CCL vs D
+2,488.7%
-1,446.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.4% | -5.5% |
| 7D | +2.6% | +6.9% | -4.3% | 0.0% |
| 30D | +11.3% | +12.3% | -1.0% | +6.3% |
| 3M | +0.3% | +3.0% | -2.8% | -0.9% |
| 6M | +16.1% | +12.8% | +3.3% | +10.3% |
| YTD | -1.6% | +22.6% | -24.1% | -9.8% |
| 1Y | +11.8% | +21.7% | -9.9% | +2.4% |
| 3Y | +139.6% | +83.9% | +55.6% | +81.3% |
| 5Y | +21.3% | +14.0% | +7.3% | +10.3% |
| 10Y | -29.8% | +45.6% | -75.3% | -44.2% |
| All | +1,042.5% | +2,488.7% | -1,446.1% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling