-33.8%
CCL vs DD
+98.3%
-132.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.9% |
| 7D | -0.3% | +6.7% | -7.1% | -5.7% |
| 30D | +10.3% | +19.4% | -9.1% | -5.9% |
| 3M | +6.6% | +7.6% | -1.1% | -1.0% |
| 6M | +20.0% | +2.9% | +17.1% | +15.5% |
| YTD | -1.9% | +29.9% | -31.8% | -23.3% |
| 1Y | +10.4% | +28.6% | -18.2% | -12.9% |
| 3Y | +134.8% | +90.0% | +44.8% | +22.0% |
| 5Y | +34.0% | +68.1% | -34.1% | -20.5% |
| All | -33.8% | +98.3% | -132.1% | -70.1% |
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