+278.7%
CCL vs DAR
+1,762.6%
-1,483.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -5.0% | +1.4% | -6.4% | -5.2% |
| 30D | -20.3% | +12.8% | -33.1% | -21.7% |
| 3M | -15.1% | +7.4% | -22.5% | -16.3% |
| 6M | -15.1% | +22.3% | -37.4% | -17.9% |
| YTD | -21.8% | +81.1% | -102.9% | -28.1% |
| 1Y | -24.8% | +106.5% | -131.3% | -32.2% |
| 3Y | +51.9% | +5.3% | +46.6% | +47.5% |
| 5Y | +4.0% | -11.5% | +15.6% | +3.4% |
| 10Y | -42.2% | +353.3% | -395.6% | -50.2% |
| All | +278.7% | +1,762.6% | -1,483.8% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling