+30.8%
CCL vs DG
+628.1%
-597.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.7% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | +17.5% | +7.4% | +10.1% | +15.9% |
| 3M | +6.8% | +8.5% | -1.7% | +4.9% |
| 6M | +18.7% | +21.9% | -3.1% | +13.9% |
| YTD | +3.0% | +4.9% | -1.9% | +1.5% |
| 1Y | +17.7% | +40.4% | -22.7% | +9.5% |
| 3Y | +155.6% | +23.5% | +132.1% | +135.0% |
| 5Y | +30.2% | -32.3% | +62.5% | +36.3% |
| 10Y | -28.5% | +119.3% | -147.8% | -47.2% |
| All | +30.8% | +628.1% | -597.3% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling