-26.9%
CCL vs DLR
+20.8%
-47.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.0% |
| 7D | -4.4% | +2.9% | -7.3% | -6.0% |
| 30D | -18.2% | -1.2% | -17.0% | -17.8% |
| 3M | -17.7% | +2.9% | -20.6% | -19.9% |
| 6M | -13.0% | +6.7% | -19.7% | -16.3% |
| YTD | -24.5% | +23.9% | -48.3% | -31.8% |
| 1Y | -26.9% | +18.6% | -45.6% | -32.7% |
| All | -26.9% | +20.8% | -47.8% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling