+34.2%
DIS vs CCL
-30.2%
+64.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +5.2% | +3.1% | +2.1% | +4.4% |
| 30D | +11.5% | +13.7% | -2.2% | +7.8% |
| 3M | +11.5% | +3.8% | +7.7% | +9.9% |
| 6M | +8.9% | +9.3% | -0.4% | +5.3% |
| YTD | +3.4% | -1.1% | +4.5% | +1.4% |
| 1Y | +7.2% | +14.6% | -7.4% | +1.0% |
| 3Y | +43.3% | +146.4% | -103.1% | +7.5% |
| 5Y | -31.4% | +21.9% | -53.3% | -43.5% |
| All | +34.2% | -30.2% | +64.4% | +14.4% |
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