-29.4%
CCL vs DD
+100.9%
-130.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.2% |
| 7D | +5.8% | +2.2% | +3.6% | +3.7% |
| 30D | +17.3% | +20.7% | -3.4% | -0.9% |
| 3M | +11.3% | +11.3% | 0.0% | +0.4% |
| 6M | +18.5% | +6.0% | +12.5% | +11.1% |
| YTD | +2.8% | +31.7% | -28.9% | -20.6% |
| 1Y | +16.7% | +32.2% | -15.5% | -10.1% |
| 3Y | +146.0% | +92.7% | +53.3% | +26.3% |
| 5Y | +33.6% | +72.1% | -38.5% | -22.3% |
| 10Y | -29.4% | +99.7% | -129.1% | -69.1% |
| All | -29.4% | +100.9% | -130.4% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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