-41.7%
CCL vs DRI
+348.4%
-390.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -0.8% |
| 7D | -4.4% | -4.8% | +0.4% | -0.3% |
| 30D | -18.2% | -3.9% | -14.3% | -15.7% |
| 3M | -17.7% | +5.1% | -22.8% | -21.9% |
| 6M | -13.0% | +5.5% | -18.5% | -17.9% |
| YTD | -24.5% | +16.5% | -40.9% | -35.0% |
| 1Y | -26.9% | +2.0% | -28.9% | -30.3% |
| 3Y | +50.8% | +54.5% | -3.8% | -3.4% |
| 5Y | -0.9% | +66.6% | -67.5% | -38.0% |
| 10Y | -41.7% | +353.6% | -395.3% | -76.3% |
| All | -41.7% | +348.4% | -390.1% | -76.3% |
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