+32.9%
DIS vs CCL
-29.3%
+62.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | -1.5% | +2.1% | +0.9% |
| 30D | +10.3% | +16.5% | -6.2% | +6.0% |
| 3M | +15.6% | +11.2% | +4.4% | +11.9% |
| 6M | +15.1% | +22.6% | -7.5% | +8.2% |
| YTD | +6.0% | +2.6% | +3.4% | +2.9% |
| 1Y | +5.7% | +17.0% | -11.3% | -1.0% |
| 3Y | +39.8% | +145.5% | -105.7% | +5.1% |
| 5Y | -23.9% | +36.1% | -60.0% | -39.0% |
| 10Y | +32.9% | -29.4% | +62.4% | +11.5% |
| All | +32.9% | -29.3% | +62.2% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling