-42.6%
CCL vs DE
+863.9%
-906.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.5% |
| 7D | -3.2% | -2.6% | -0.7% | -1.5% |
| 30D | -17.8% | +9.0% | -26.8% | -23.3% |
| 3M | -18.7% | +19.1% | -37.8% | -29.2% |
| 6M | -11.4% | +14.4% | -25.8% | -20.9% |
| YTD | -24.3% | +45.9% | -70.3% | -44.5% |
| 1Y | -28.8% | +43.6% | -72.4% | -47.4% |
| 3Y | +49.3% | +75.9% | -26.6% | -8.0% |
| 5Y | +1.6% | +98.8% | -97.2% | -44.7% |
| All | -42.6% | +863.9% | -906.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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