+33.6%
CCL vs DLR
+36.9%
-3.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | +17.3% | +1.2% | +16.1% | +16.3% |
| 3M | +11.3% | -4.8% | +16.1% | +14.2% |
| 6M | +18.5% | -6.1% | +24.6% | +22.0% |
| YTD | +2.8% | +19.3% | -16.5% | -8.3% |
| 1Y | +16.7% | +10.0% | +6.8% | +9.2% |
| 3Y | +146.0% | +53.8% | +92.2% | +80.0% |
| 5Y | +33.6% | +39.1% | -5.5% | -11.3% |
| All | +33.6% | +36.9% | -3.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling