-29.4%
CCL vs DLR
+179.9%
-209.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | +17.3% | +1.2% | +16.1% | +16.6% |
| 3M | +11.3% | -4.8% | +16.1% | +13.5% |
| 6M | +18.5% | -6.1% | +24.6% | +21.2% |
| YTD | +2.8% | +19.3% | -16.5% | -5.1% |
| 1Y | +16.7% | +10.0% | +6.8% | +11.5% |
| 3Y | +146.0% | +53.8% | +92.2% | +101.3% |
| 5Y | +33.6% | +39.1% | -5.5% | +10.2% |
| 10Y | -29.4% | +188.1% | -217.6% | -54.0% |
| All | -29.4% | +179.9% | -209.3% | -54.0% |
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