+253.7%
DIA vs CCL
-40.9%
+294.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -2.1% | -20.0% | +17.9% | +1.7% |
| 3M | +4.2% | -13.7% | +17.8% | +6.5% |
| 6M | +11.9% | -9.0% | +20.9% | +12.8% |
| YTD | +10.8% | -22.8% | +33.6% | +14.5% |
| 1Y | +17.5% | -25.3% | +42.8% | +21.6% |
| 3Y | +59.9% | +54.1% | +5.9% | +42.2% |
| 5Y | +64.1% | +3.5% | +60.7% | +47.2% |
| All | +253.7% | -40.9% | +294.6% | +237.2% |
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