+49.0%
CCL vs DE
+75.0%
-26.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -4.4% | -3.0% | -1.4% | -3.1% |
| 30D | -18.2% | +11.1% | -29.3% | -22.4% |
| 3M | -17.7% | +17.6% | -35.3% | -24.3% |
| 6M | -13.0% | +13.6% | -26.6% | -18.8% |
| YTD | -24.5% | +46.3% | -70.7% | -39.0% |
| 1Y | -26.9% | +44.2% | -71.1% | -40.7% |
| All | +49.0% | +75.0% | -26.0% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling