-40.8%
CCL vs DAL
+141.2%
-182.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.6% |
| 7D | -5.0% | +0.1% | -5.2% | -5.2% |
| 30D | -20.3% | -13.9% | -6.4% | -7.9% |
| 3M | -15.1% | +1.1% | -16.2% | -16.3% |
| 6M | -15.1% | +26.2% | -41.4% | -32.2% |
| YTD | -21.8% | +16.4% | -38.2% | -32.8% |
| 1Y | -24.8% | +33.9% | -58.6% | -44.6% |
| 3Y | +51.9% | +93.4% | -41.5% | -31.2% |
| 5Y | +4.0% | +106.4% | -102.3% | -53.8% |
| All | -40.8% | +141.2% | -182.0% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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