+0.4%
CCL vs DTE
+31.2%
-30.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -4.3% | -2.0% | -2.3% | -3.6% |
| 30D | -19.0% | -2.4% | -16.6% | -18.3% |
| 3M | -13.1% | -7.3% | -5.8% | -11.0% |
| 6M | -13.3% | -7.6% | -5.7% | -11.1% |
| YTD | -25.2% | +5.8% | -31.1% | -27.3% |
| 1Y | -27.2% | +2.3% | -29.5% | -28.3% |
| 3Y | +49.2% | +45.0% | +4.2% | +24.7% |
| 5Y | +0.4% | +33.2% | -32.9% | -13.5% |
| All | +0.4% | +31.2% | -30.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling