-41.7%
CCL vs DG
+102.6%
-144.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.8% |
| 7D | -4.4% | -4.8% | +0.4% | -3.7% |
| 30D | -18.2% | +1.8% | -20.0% | -18.5% |
| 3M | -17.7% | +14.5% | -32.2% | -19.4% |
| 6M | -13.0% | -13.6% | +0.5% | -11.6% |
| YTD | -24.5% | -4.8% | -19.6% | -24.3% |
| 1Y | -26.9% | +21.6% | -48.5% | -29.2% |
| 3Y | +50.8% | +4.5% | +46.3% | +46.6% |
| 5Y | -0.9% | -38.5% | +37.5% | +6.4% |
| 10Y | -41.7% | +102.2% | -143.9% | -51.5% |
| All | -41.7% | +102.6% | -144.3% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling