+1,034.4%
CCL vs DTE
+3,620.6%
-2,586.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | -1.2% | +3.4% | -4.6% | -3.0% |
| 30D | +13.1% | +8.9% | +4.2% | +7.9% |
| 3M | +3.4% | +1.1% | +2.3% | +2.9% |
| 6M | +18.7% | +0.1% | +18.6% | +18.5% |
| YTD | -2.3% | +11.1% | -13.3% | -8.7% |
| 1Y | +14.2% | +4.9% | +9.2% | +10.0% |
| 3Y | +133.6% | +58.6% | +75.0% | +74.4% |
| 5Y | +33.5% | +47.3% | -13.8% | +2.3% |
| 10Y | -32.8% | +151.3% | -184.1% | -58.8% |
| All | +1,034.4% | +3,620.6% | -2,586.2% | +128.0% |
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 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