-24.8%
CCL vs DHI
-16.9%
-7.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.8% |
| 7D | -5.0% | -3.1% | -1.9% | -3.2% |
| 30D | -20.3% | -5.5% | -14.9% | -17.7% |
| 3M | -15.1% | -2.2% | -12.9% | -14.1% |
| 6M | -15.1% | -6.0% | -9.2% | -14.7% |
| YTD | -21.8% | 0.0% | -21.8% | -22.8% |
| 1Y | -24.8% | -18.2% | -6.5% | -24.7% |
| All | -24.8% | -16.9% | -7.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling