+0.4%
CCL vs DG
-39.4%
+39.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -4.3% | -6.3% | +2.0% | -3.4% |
| 30D | -19.0% | +2.4% | -21.4% | -19.3% |
| 3M | -13.1% | +12.4% | -25.5% | -14.6% |
| 6M | -13.3% | -14.9% | +1.6% | -12.0% |
| YTD | -25.2% | -6.1% | -19.2% | -25.0% |
| 1Y | -27.2% | +17.9% | -45.1% | -28.9% |
| 3Y | +49.2% | +3.1% | +46.1% | +46.9% |
| 5Y | +0.4% | -38.7% | +39.0% | +12.5% |
| All | +0.4% | -39.4% | +39.8% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling