+22.8%
CCL vs DT
-43.6%
+66.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.1% | -24.7% | +27.8% | +16.0% |
| 30D | +13.7% | -27.4% | +41.1% | +29.5% |
| 3M | +3.8% | -11.1% | +14.9% | +7.0% |
| 6M | +9.3% | +13.7% | -4.4% | -1.9% |
| YTD | -1.1% | +0.2% | -1.3% | -7.4% |
| 1Y | +14.6% | -5.7% | +20.2% | +10.6% |
| 3Y | +146.4% | -8.1% | +154.5% | +135.2% |
| All | +22.8% | -43.6% | +66.4% | +40.6% |
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