+676.3%
DELL vs CCL
+51.5%
+624.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +25.6% | -0.1% | +25.7% | +25.7% |
| 30D | +17.7% | -20.0% | +37.6% | +25.8% |
| 3M | +33.4% | -13.7% | +47.1% | +38.7% |
| 6M | +266.2% | -9.0% | +275.2% | +269.5% |
| YTD | +328.0% | -22.8% | +350.8% | +351.6% |
| 1Y | +339.6% | -25.3% | +364.9% | +365.4% |
| All | +676.3% | +51.5% | +624.8% | +551.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling