-41.0%
CCL vs DAR
+367.0%
-408.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -3.0% |
| 7D | -0.1% | -0.9% | +0.7% | +0.3% |
| 30D | -20.0% | +13.0% | -32.9% | -26.2% |
| 3M | -13.7% | +15.0% | -28.6% | -22.4% |
| 6M | -9.0% | +26.8% | -35.9% | -24.5% |
| YTD | -22.8% | +86.4% | -109.2% | -49.7% |
| 1Y | -25.3% | +115.1% | -140.4% | -56.4% |
| 3Y | +54.1% | +14.6% | +39.5% | +24.1% |
| 5Y | +3.5% | -8.8% | +12.3% | -7.9% |
| 10Y | -41.0% | +356.5% | -397.6% | -82.9% |
| All | -41.0% | +367.0% | -408.1% | -82.9% |
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