-29.3%
CCL vs DLR
+178.7%
-207.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +2.6% |
| 7D | +3.1% | +2.4% | +0.7% | +2.1% |
| 30D | +17.5% | +0.7% | +16.8% | +17.1% |
| 3M | +6.8% | -6.4% | +13.3% | +9.8% |
| 6M | +18.7% | -6.5% | +25.3% | +21.8% |
| YTD | +3.0% | +18.8% | -15.8% | -4.7% |
| 1Y | +17.7% | +9.0% | +8.7% | +12.9% |
| 3Y | +155.6% | +54.5% | +101.1% | +108.8% |
| 5Y | +30.2% | +35.8% | -5.7% | +8.2% |
| All | -29.3% | +178.7% | -207.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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