+55.7%
CCL vs DFNS
-99.9%
+155.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.1% | +0.8% | -0.9% | -0.1% |
| 30D | -20.0% | -73.2% | +53.3% | -19.9% |
| 3M | -13.7% | -72.4% | +58.8% | -13.8% |
| 6M | -9.0% | -95.2% | +86.2% | -9.4% |
| YTD | -22.8% | -98.0% | +75.2% | -23.2% |
| 1Y | -25.3% | -98.3% | +72.9% | -25.7% |
| 3Y | +54.1% | -99.9% | +153.9% | +54.3% |
| 5Y | +3.5% | -99.9% | +103.3% | +7.9% |
| All | +55.7% | -99.9% | +155.6% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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