+57.5%
DIA vs CCL
+138.8%
-81.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | +3.1% | -4.1% | -1.5% |
| 30D | +0.3% | +13.7% | -13.4% | -2.1% |
| 3M | -4.5% | +3.8% | -8.3% | -5.4% |
| 6M | +3.4% | +9.3% | -5.9% | +1.0% |
| YTD | +7.8% | -1.1% | +8.9% | +6.4% |
| 1Y | +10.7% | +14.6% | -3.8% | +6.1% |
| 3Y | +57.5% | +146.4% | -88.9% | +32.4% |
| All | +57.5% | +138.8% | -81.3% | +32.4% |
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 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