+807.8%
CCL vs DOC
+2,974.4%
-2,166.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | -5.0% | -1.5% | -3.6% | -4.3% |
| 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% | -23.2% |
| YTD | -21.8% | +34.1% | -55.9% | -33.1% |
| 1Y | -24.8% | +22.6% | -47.4% | -32.9% |
| 3Y | +51.9% | +20.8% | +31.0% | +34.4% |
| 5Y | +4.0% | -24.9% | +28.9% | +16.9% |
| 10Y | -42.2% | -1.8% | -40.4% | -40.7% |
| All | +807.8% | +2,974.4% | -2,166.6% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling