-47.0%
CCL vs DT
+103.5%
-150.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.4% |
| 3M | -15.1% | +20.0% | -35.1% | -22.5% |
| 6M | -15.1% | +39.3% | -54.4% | -29.5% |
| YTD | -21.8% | +19.8% | -41.5% | -31.0% |
| 1Y | -24.8% | +4.3% | -29.1% | -29.4% |
| 3Y | +51.9% | +7.7% | +44.2% | +38.2% |
| 5Y | +4.0% | -26.8% | +30.9% | +5.0% |
| All | -47.0% | +103.5% | -150.6% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling