-24.8%
CCL vs DG
+23.4%
-48.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -5.0% | +8.4% | -13.4% | -7.2% |
| 30D | -20.3% | +4.9% | -25.3% | -21.5% |
| 3M | -15.1% | +29.3% | -44.5% | -20.9% |
| 6M | -15.1% | -11.3% | -3.8% | -15.3% |
| YTD | -21.8% | +1.8% | -23.5% | -23.3% |
| 1Y | -24.8% | +25.3% | -50.1% | -28.7% |
| All | -24.8% | +23.4% | -48.2% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling