-42.1%
CCL vs DOW
-6.9%
-35.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -2.3% |
| 7D | -1.5% | -0.5% | -1.1% | -1.3% |
| 30D | +16.5% | +15.7% | +0.7% | +5.1% |
| 3M | +11.2% | +5.3% | +5.9% | +5.6% |
| 6M | +22.6% | -14.2% | +36.8% | +30.1% |
| YTD | +2.6% | +43.9% | -41.3% | -33.4% |
| 1Y | +17.0% | +53.1% | -36.1% | -28.4% |
| 3Y | +145.5% | -21.8% | +167.4% | +141.1% |
| 5Y | +36.1% | -28.3% | +64.4% | +47.7% |
| All | -42.1% | -6.9% | -35.2% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling