-48.9%
CCL vs DT
+98.4%
-147.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | -18.2% | +0.1% | -18.3% | -18.6% |
| 3M | -17.7% | +24.1% | -41.8% | -26.0% |
| 6M | -13.0% | +30.1% | -43.1% | -25.3% |
| YTD | -24.5% | +16.8% | -41.2% | -32.6% |
| 1Y | -26.9% | -0.1% | -26.8% | -30.0% |
| 3Y | +50.8% | +6.8% | +43.9% | +37.5% |
| 5Y | -0.9% | -28.4% | +27.4% | +0.9% |
| All | -48.9% | +98.4% | -147.3% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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