+66.0%
DIA vs CCL
+1.3%
+64.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -0.2% | -5.0% | +4.9% | +0.6% |
| 30D | -1.5% | -20.3% | +18.8% | +2.0% |
| 3M | +3.8% | -15.1% | +18.9% | +6.2% |
| 6M | +10.3% | -15.1% | +25.4% | +12.3% |
| YTD | +12.1% | -21.8% | +33.9% | +15.3% |
| 1Y | +18.6% | -24.8% | +43.4% | +22.3% |
| 3Y | +60.6% | +51.9% | +8.8% | +45.4% |
| All | +66.0% | +1.3% | +64.7% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling