+250.6%
CCL vs DVA
+5,194.7%
-4,944.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -5.0% | +1.8% | -6.9% | -5.4% |
| 30D | -20.3% | -2.5% | -17.9% | -19.9% |
| 3M | -15.1% | -4.3% | -10.9% | -14.8% |
| 6M | -15.1% | +18.9% | -34.0% | -19.1% |
| YTD | -21.8% | +61.9% | -83.7% | -30.8% |
| 1Y | -24.8% | +35.7% | -60.5% | -31.0% |
| 3Y | +51.9% | +78.6% | -26.8% | +29.6% |
| 5Y | +4.0% | +39.2% | -35.2% | -7.9% |
| 10Y | -42.2% | +184.0% | -226.2% | -55.6% |
| All | +250.6% | +5,194.7% | -4,944.1% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling