-41.7%
CCL vs DD
+64.9%
-106.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | 0.0% |
| 7D | -4.4% | -3.8% | -0.6% | -1.2% |
| 30D | -18.2% | -9.2% | -9.0% | -11.3% |
| 3M | -17.7% | -9.0% | -8.7% | -10.9% |
| 6M | -13.0% | -5.0% | -8.0% | -9.8% |
| YTD | -24.5% | +7.4% | -31.9% | -29.8% |
| 1Y | -26.9% | +35.1% | -62.1% | -45.4% |
| 3Y | +50.8% | +43.2% | +7.5% | +1.5% |
| 5Y | -0.9% | +59.6% | -60.6% | -38.6% |
| 10Y | -41.7% | +66.5% | -108.2% | -69.9% |
| All | -41.7% | +64.9% | -106.6% | -69.9% |
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