+224.9%
CCL vs DRI
+7,577.6%
-7,352.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.4% |
| 7D | -5.0% | +0.6% | -5.6% | -5.3% |
| 30D | -20.3% | +3.8% | -24.2% | -22.2% |
| 3M | -15.1% | +13.0% | -28.2% | -21.1% |
| 6M | -15.1% | +8.3% | -23.4% | -19.2% |
| YTD | -21.8% | +20.6% | -42.4% | -30.0% |
| 1Y | -24.8% | +6.5% | -31.2% | -28.3% |
| 3Y | +51.9% | +53.7% | -1.8% | +17.1% |
| 5Y | +4.0% | +72.7% | -68.6% | -21.4% |
| 10Y | -42.2% | +363.2% | -405.4% | -71.1% |
| All | +224.9% | +7,577.6% | -7,352.7% | -41.2% |
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