-42.6%
CCL vs DTE
+137.8%
-180.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +2.3% |
| 7D | -3.2% | -2.6% | -0.7% | -1.3% |
| 30D | -17.8% | -4.4% | -13.4% | -14.9% |
| 3M | -18.7% | -8.3% | -10.3% | -13.3% |
| 6M | -11.4% | -8.1% | -3.3% | -6.1% |
| YTD | -24.3% | +4.4% | -28.7% | -28.3% |
| 1Y | -28.8% | +0.2% | -29.0% | -30.5% |
| 3Y | +49.3% | +42.6% | +6.7% | +2.8% |
| 5Y | +1.6% | +31.5% | -29.9% | -27.6% |
| All | -42.6% | +137.8% | -180.5% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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