+3.5%
CCL vs DD
+61.7%
-58.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -0.1% | -0.6% | +0.5% | +0.4% |
| 30D | -20.0% | -7.4% | -12.6% | -14.9% |
| 3M | -13.7% | -6.4% | -7.2% | -8.9% |
| 6M | -9.0% | -2.5% | -6.5% | -7.7% |
| YTD | -22.8% | +10.2% | -33.1% | -29.5% |
| 1Y | -25.3% | +36.9% | -62.2% | -44.1% |
| 3Y | +54.1% | +47.0% | +7.1% | +2.2% |
| 5Y | +3.5% | +63.1% | -59.7% | -35.9% |
| All | +3.5% | +61.7% | -58.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling