+807.8%
CCL vs DE
+14,847.5%
-14,039.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -5.0% | +10.0% | -15.1% | -9.2% |
| 30D | -20.3% | +13.3% | -33.7% | -25.1% |
| 3M | -15.1% | +17.5% | -32.6% | -21.7% |
| 6M | -15.1% | +13.6% | -28.7% | -20.6% |
| YTD | -21.8% | +49.8% | -71.6% | -36.1% |
| 1Y | -24.8% | +47.9% | -72.7% | -38.3% |
| 3Y | +51.9% | +72.5% | -20.7% | +15.0% |
| 5Y | +4.0% | +90.2% | -86.2% | -24.6% |
| 10Y | -42.2% | +865.4% | -907.6% | -77.8% |
| All | +807.8% | +14,847.5% | -14,039.7% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling