-34.0%
CCL vs DVA
+193.2%
-227.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.2% | -8.8% | +7.6% | +2.1% |
| 30D | +13.1% | -3.4% | +16.5% | +14.1% |
| 3M | +3.4% | -2.6% | +5.9% | +3.7% |
| 6M | +18.7% | -11.9% | +30.6% | +21.9% |
| YTD | -2.3% | +53.6% | -55.9% | -21.8% |
| 1Y | +14.2% | +41.9% | -27.7% | -5.5% |
| 3Y | +133.6% | +97.5% | +36.1% | +61.6% |
| 5Y | +33.5% | +65.0% | -31.5% | -5.1% |
| All | -34.0% | +193.2% | -227.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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