+1,081.8%
DIA vs CCL
+81.4%
+1,000.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | +3.1% | -4.1% | -1.7% |
| 30D | +0.3% | +13.7% | -13.4% | -2.7% |
| 3M | -4.5% | +3.8% | -8.3% | -5.8% |
| 6M | +3.4% | +9.3% | -5.9% | +0.3% |
| YTD | +7.8% | -1.1% | +8.9% | +5.9% |
| 1Y | +10.7% | +14.6% | -3.8% | +4.9% |
| 3Y | +57.5% | +146.4% | -88.9% | +20.7% |
| 5Y | +53.7% | +21.9% | +31.9% | +26.9% |
| 10Y | +247.2% | -29.4% | +276.6% | +171.4% |
| All | +1,081.8% | +81.4% | +1,000.4% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling