+107.4%
CCL vs DFNS
-100.0%
+207.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.8% | -13.0% | -0.2% |
| 7D | +5.8% | -37.0% | +42.8% | +5.8% |
| 30D | +17.3% | -63.4% | +80.6% | +17.3% |
| 3M | +11.3% | -94.1% | +105.4% | +11.5% |
| 6M | +18.5% | -96.3% | +114.8% | +18.2% |
| YTD | +2.8% | -99.6% | +102.4% | +2.3% |
| 1Y | +16.7% | -99.7% | +116.5% | +16.1% |
| 3Y | +146.0% | -100.0% | +246.0% | +146.1% |
| 5Y | +33.6% | -100.0% | +133.6% | +39.4% |
| All | +107.4% | -100.0% | +207.3% | +120.1% |
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