+55.4%
CCL vs DOC
+20.8%
+34.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | -5.0% | -1.5% | -3.6% | -4.4% |
| 30D | -20.3% | -4.8% | -15.6% | -18.4% |
| 3M | -15.1% | +6.9% | -22.0% | -18.1% |
| 6M | -15.1% | +20.7% | -35.9% | -23.0% |
| YTD | -21.8% | +34.1% | -55.9% | -33.1% |
| 1Y | -24.8% | +22.6% | -47.4% | -32.7% |
| All | +55.4% | +20.8% | +34.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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