+4,404.4%
DELL vs CCL
-41.3%
+4,445.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.7% | +11.7% |
| 7D | +8.2% | -3.2% | +11.5% | +9.1% |
| 30D | +17.1% | -17.8% | +34.9% | +22.9% |
| 3M | +45.2% | -18.7% | +63.8% | +52.2% |
| 6M | +286.8% | -11.4% | +298.2% | +293.7% |
| YTD | +354.8% | -24.3% | +379.1% | +378.4% |
| 1Y | +358.3% | -28.8% | +387.1% | +386.3% |
| 3Y | +724.9% | +49.3% | +675.6% | +617.1% |
| 5Y | +1,193.7% | +1.6% | +1,192.1% | +1,037.5% |
| All | +4,404.4% | -41.3% | +4,445.7% | +4,217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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