+14.9%
DIA vs CCL
+17.9%
-3.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.2% | +1.9% |
| 7D | +1.6% | +11.6% | -10.0% | -0.3% |
| 30D | +4.1% | +22.5% | -18.4% | +0.6% |
| 3M | -1.0% | +6.4% | -7.4% | -2.0% |
| 6M | +9.7% | +23.4% | -13.7% | +5.3% |
| YTD | +12.2% | +4.2% | +8.0% | +9.7% |
| 1Y | +14.9% | +21.9% | -7.0% | +9.4% |
| All | +14.9% | +17.9% | -3.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling