+807.8%
CCL vs D
+2,347.4%
-1,539.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.7% |
| 7D | -5.0% | +0.4% | -5.5% | -5.2% |
| 30D | -20.3% | -3.6% | -16.8% | -19.2% |
| 3M | -15.1% | -1.0% | -14.1% | -14.9% |
| 6M | -15.1% | +6.3% | -21.4% | -17.5% |
| YTD | -21.8% | +14.7% | -36.5% | -26.4% |
| 1Y | -24.8% | +16.9% | -41.7% | -30.1% |
| 3Y | +51.9% | +56.8% | -4.9% | +22.2% |
| 5Y | +4.0% | +5.2% | -1.2% | -2.6% |
| 10Y | -42.2% | +35.9% | -78.1% | -52.9% |
| All | +807.8% | +2,347.4% | -1,539.6% | +124.7% |
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