+1,103.7%
DIA vs CCL
+88.5%
+1,015.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.9% | +5.8% | -4.9% | -0.4% |
| 30D | +1.1% | +17.3% | -16.1% | -2.5% |
| 3M | -2.9% | +11.3% | -14.2% | -5.6% |
| 6M | +5.9% | +18.5% | -12.6% | +0.9% |
| YTD | +9.8% | +2.8% | +7.0% | +6.9% |
| 1Y | +11.7% | +16.7% | -5.0% | +5.4% |
| 3Y | +59.5% | +146.0% | -86.5% | +22.3% |
| 5Y | +57.5% | +33.6% | +23.9% | +27.3% |
| 10Y | +235.9% | -29.4% | +265.4% | +163.3% |
| All | +1,103.7% | +88.5% | +1,015.2% | +528.0% |
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