+54.1%
CCL vs DLR
+57.6%
-3.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -0.1% | +3.4% | -3.5% | -2.0% |
| 30D | -20.0% | -2.2% | -17.8% | -19.1% |
| 3M | -13.7% | +4.7% | -18.4% | -16.5% |
| 6M | -9.0% | +9.0% | -18.0% | -13.4% |
| YTD | -22.8% | +24.1% | -47.0% | -31.5% |
| 1Y | -25.3% | +20.9% | -46.3% | -33.2% |
| 3Y | +54.1% | +60.0% | -6.0% | +14.6% |
| All | +54.1% | +57.6% | -3.5% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling