-28.3%
CCL vs DLR
+3,595.7%
-3,623.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | +1.6% | -6.6% | -5.7% |
| 30D | -20.3% | -3.4% | -17.0% | -19.2% |
| 3M | -15.1% | +0.5% | -15.6% | -15.7% |
| 6M | -15.1% | +4.6% | -19.7% | -16.8% |
| YTD | -21.8% | +23.4% | -45.2% | -28.9% |
| 1Y | -24.8% | +19.0% | -43.8% | -30.8% |
| 3Y | +51.9% | +56.5% | -4.7% | +22.3% |
| 5Y | +4.0% | +33.3% | -29.3% | -11.5% |
| 10Y | -42.2% | +165.1% | -207.4% | -65.9% |
| All | -28.3% | +3,595.7% | -3,623.9% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling