+807.8%
CCL vs DTE
+3,490.8%
-2,683.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -20.3% | -2.6% | -17.8% | -19.2% |
| 3M | -15.1% | -3.9% | -11.2% | -13.5% |
| 6M | -15.1% | -7.9% | -7.2% | -11.5% |
| YTD | -21.8% | +7.2% | -29.0% | -25.6% |
| 1Y | -24.8% | +3.1% | -27.9% | -27.0% |
| 3Y | +51.9% | +47.6% | +4.3% | +17.4% |
| 5Y | +4.0% | +32.7% | -28.7% | -15.7% |
| 10Y | -42.2% | +138.8% | -181.0% | -63.8% |
| All | +807.8% | +3,490.8% | -2,683.0% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling