-28.5%
CCL vs DAR
+288.2%
-316.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +1.5% |
| 7D | +3.1% | -2.8% | +5.8% | +4.7% |
| 30D | +17.5% | -12.8% | +30.3% | +26.4% |
| 3M | +6.8% | -11.6% | +18.4% | +12.2% |
| 6M | +18.7% | -16.8% | +35.5% | +27.0% |
| YTD | +3.0% | +45.9% | -42.9% | -23.7% |
| 1Y | +17.7% | +61.5% | -43.8% | -18.6% |
| 3Y | +155.6% | +23.0% | +132.6% | +86.6% |
| 5Y | +30.2% | -35.8% | +66.0% | +45.1% |
| 10Y | -28.5% | +280.4% | -308.9% | -76.9% |
| All | -28.5% | +288.2% | -316.7% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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