-0.8%
CCL vs DHI
+61.2%
-62.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | -3.2% | -3.4% | +0.2% | -1.4% |
| 30D | -17.8% | -5.4% | -12.3% | -15.2% |
| 3M | -18.7% | -10.4% | -8.2% | -13.8% |
| 6M | -11.4% | -2.8% | -8.6% | -10.0% |
| YTD | -24.3% | -3.4% | -20.9% | -23.3% |
| 1Y | -28.8% | -22.9% | -5.9% | -19.2% |
| 3Y | +49.3% | +20.7% | +28.6% | +17.3% |
| All | -0.8% | +61.2% | -62.1% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling