+1,129.1%
DIA vs CCL
+43.4%
+1,085.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -0.2% | -5.0% | +4.9% | +1.0% |
| 30D | -1.5% | -20.3% | +18.8% | +3.5% |
| 3M | +3.8% | -15.1% | +18.9% | +7.2% |
| 6M | +10.3% | -15.1% | +25.4% | +13.1% |
| YTD | +12.1% | -21.8% | +33.9% | +16.5% |
| 1Y | +18.6% | -24.8% | +43.4% | +23.7% |
| 3Y | +60.6% | +51.9% | +8.8% | +37.3% |
| 5Y | +64.4% | +4.0% | +60.4% | +40.5% |
| 10Y | +250.1% | -42.2% | +292.3% | +186.4% |
| All | +1,129.1% | +43.4% | +1,085.7% | +584.3% |
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