+1.4%
CCL vs DRI
+72.9%
-71.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.6% |
| 7D | -5.0% | +0.6% | -5.6% | -5.5% |
| 30D | -20.3% | +3.8% | -24.2% | -23.5% |
| 3M | -15.1% | +13.0% | -28.2% | -25.1% |
| 6M | -15.1% | +8.3% | -23.4% | -22.3% |
| YTD | -21.8% | +20.6% | -42.4% | -36.0% |
| 1Y | -24.8% | +6.5% | -31.2% | -31.3% |
| 3Y | +51.9% | +53.7% | -1.8% | -11.0% |
| All | +1.4% | +72.9% | -71.5% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling