+10.4%
CCL vs DD
+29.4%
-19.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.0% |
| 7D | -0.3% | +6.7% | -7.1% | -4.5% |
| 30D | +10.3% | +19.4% | -9.1% | -3.0% |
| 3M | +6.6% | +7.6% | -1.1% | +1.2% |
| 6M | +20.0% | +2.9% | +17.1% | +17.5% |
| YTD | -1.9% | +29.9% | -31.8% | -23.4% |
| 1Y | +10.4% | +28.6% | -18.2% | -12.8% |
| All | +10.4% | +29.4% | -19.0% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling