+807.8%
CCL vs DD
+961.9%
-154.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | -5.0% | -3.5% | -1.5% | -3.1% |
| 30D | -20.3% | -10.3% | -10.0% | -15.5% |
| 3M | -15.1% | -7.5% | -7.6% | -11.4% |
| 6M | -15.1% | -8.0% | -7.1% | -11.1% |
| YTD | -21.8% | +10.5% | -32.3% | -26.0% |
| 1Y | -24.8% | +38.3% | -63.1% | -37.6% |
| 3Y | +51.9% | +42.5% | +9.4% | +22.1% |
| 5Y | +4.0% | +60.2% | -56.1% | -19.0% |
| 10Y | -42.2% | +68.9% | -111.1% | -55.8% |
| All | +807.8% | +961.9% | -154.1% | +140.3% |
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