-43.4%
CCL vs DLR
+172.7%
-216.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.1% |
| 7D | -4.3% | -1.3% | -3.0% | -3.8% |
| 30D | -19.0% | -2.9% | -16.1% | -18.0% |
| 3M | -13.1% | +3.2% | -16.3% | -14.7% |
| 6M | -13.3% | +3.9% | -17.2% | -14.8% |
| YTD | -25.2% | +21.4% | -46.7% | -31.4% |
| 1Y | -27.2% | +9.7% | -36.9% | -30.3% |
| 3Y | +49.2% | +56.5% | -7.3% | +21.6% |
| 5Y | +0.4% | +41.5% | -41.2% | -17.7% |
| All | -43.4% | +172.7% | -216.1% | -61.9% |
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