+1.4%
CCL vs DT
-27.0%
+28.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.8% |
| 7D | -5.0% | -3.3% | -1.8% | -3.8% |
| 30D | -20.3% | +2.0% | -22.4% | -21.5% |
| 3M | -15.1% | +20.0% | -35.1% | -22.7% |
| 6M | -15.1% | +39.3% | -54.4% | -30.0% |
| YTD | -21.8% | +19.8% | -41.5% | -31.0% |
| 1Y | -24.8% | +4.3% | -29.1% | -28.9% |
| 3Y | +51.9% | +7.7% | +44.2% | +38.1% |
| All | +1.4% | -27.0% | +28.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling