+449.8%
CCL vs DHI
+12,596.5%
-12,146.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.4% | -2.3% | -2.0% | -3.7% |
| 30D | -18.2% | -5.3% | -12.9% | -16.8% |
| 3M | -17.7% | -7.8% | -9.9% | -15.6% |
| 6M | -13.0% | -5.4% | -7.6% | -11.2% |
| YTD | -24.5% | -2.7% | -21.8% | -23.8% |
| 1Y | -26.9% | -21.0% | -6.0% | -21.7% |
| 3Y | +50.8% | +22.2% | +28.6% | +38.4% |
| 5Y | -0.9% | +62.2% | -63.1% | -16.3% |
| 10Y | -41.7% | +414.3% | -456.0% | -64.5% |
| All | +449.8% | +12,596.5% | -12,146.7% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling