-29.4%
CCL vs DAR
+269.9%
-299.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | +5.8% | -3.8% | +9.6% | +8.1% |
| 30D | +17.3% | -14.4% | +31.7% | +27.5% |
| 3M | +11.3% | -17.9% | +29.3% | +22.5% |
| 6M | +18.5% | -18.3% | +36.8% | +28.1% |
| YTD | +2.8% | +43.2% | -40.5% | -23.1% |
| 1Y | +16.7% | +57.7% | -41.0% | -18.2% |
| 3Y | +146.0% | +22.7% | +123.3% | +79.4% |
| 5Y | +33.6% | -34.0% | +67.7% | +45.1% |
| 10Y | -29.4% | +279.5% | -308.9% | -77.1% |
| All | -29.4% | +269.9% | -299.4% | -77.1% |
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