+22.6%
CCL vs DOW
-11.3%
+33.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | +1.5% |
| 7D | -1.5% | -0.5% | -1.1% | -1.8% |
| 30D | +16.5% | +15.7% | +0.7% | +26.2% |
| 3M | +11.2% | +5.3% | +5.9% | +14.8% |
| 6M | +22.6% | -14.2% | +36.8% | 0.0% |
| All | +22.6% | -11.3% | +33.9% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling