+310.9%
CCL vs DRI
+7,978.2%
-7,667.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +3.1% | +2.8% | +0.3% | +1.7% |
| 30D | +13.7% | +13.3% | +0.4% | +6.2% |
| 3M | +3.8% | +8.2% | -4.4% | -1.1% |
| 6M | +9.3% | +17.5% | -8.3% | -1.0% |
| YTD | -1.1% | +26.9% | -28.0% | -14.2% |
| 1Y | +14.6% | +31.6% | -17.0% | -2.6% |
| 3Y | +146.4% | +67.0% | +79.4% | +80.9% |
| 5Y | +21.9% | +72.9% | -51.0% | -8.5% |
| 10Y | -29.4% | +371.3% | -400.8% | -65.2% |
| All | +310.9% | +7,978.2% | -7,667.2% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling