+146.4%
CCL vs DFNS
-100.0%
+246.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.2% | +12.7% | +0.5% |
| 7D | +3.1% | -44.0% | +47.1% | +3.1% |
| 30D | +13.7% | -69.1% | +82.8% | +13.8% |
| 3M | +3.8% | -95.6% | +99.4% | +3.9% |
| 6M | +9.3% | -96.2% | +105.4% | +9.1% |
| YTD | -1.1% | -99.6% | +98.5% | -1.6% |
| 1Y | +14.6% | -99.7% | +114.3% | +14.0% |
| 3Y | +146.4% | -100.0% | +246.4% | +162.7% |
| All | +146.4% | -100.0% | +246.4% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling