+1,093.0%
CCL vs DD
+1,166.0%
-73.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | +5.8% | +2.2% | +3.6% | +4.5% |
| 30D | +17.3% | +20.7% | -3.4% | +5.4% |
| 3M | +11.3% | +11.3% | 0.0% | +4.4% |
| 6M | +18.5% | +6.0% | +12.5% | +14.0% |
| YTD | +2.8% | +31.7% | -28.9% | -12.1% |
| 1Y | +16.7% | +32.2% | -15.5% | -0.3% |
| 3Y | +146.0% | +92.7% | +53.3% | +67.1% |
| 5Y | +33.6% | +72.1% | -38.5% | -0.5% |
| 10Y | -29.4% | +99.7% | -129.1% | -51.0% |
| All | +1,093.0% | +1,166.0% | -73.0% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling