-28.5%
CCL vs DRI
+370.8%
-399.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +2.9% |
| 7D | +3.1% | +3.1% | -0.1% | +0.6% |
| 30D | +17.5% | +16.2% | +1.3% | +3.5% |
| 3M | +6.8% | +8.4% | -1.5% | -1.2% |
| 6M | +18.7% | +19.0% | -0.3% | +0.4% |
| YTD | +3.0% | +28.8% | -25.8% | -19.1% |
| 1Y | +17.7% | +33.1% | -15.4% | -10.4% |
| 3Y | +155.6% | +70.8% | +84.8% | +49.2% |
| 5Y | +30.2% | +74.2% | -44.1% | -22.3% |
| 10Y | -28.5% | +345.5% | -374.0% | -73.1% |
| All | -28.5% | +370.8% | -399.3% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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