+49.0%
CCL vs DTE
+47.2%
+1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -18.2% | -0.5% | -17.7% | -18.1% |
| 3M | -17.7% | -6.0% | -11.7% | -16.6% |
| 6M | -13.0% | -7.2% | -5.8% | -11.6% |
| YTD | -24.5% | +7.2% | -31.6% | -26.1% |
| 1Y | -26.9% | +4.1% | -31.0% | -27.9% |
| All | +49.0% | +47.2% | +1.8% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling