-0.7%
CCL vs DG
+606.1%
-606.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -5.0% | +8.4% | -13.4% | -6.6% |
| 30D | -20.3% | +4.9% | -25.3% | -21.2% |
| 3M | -15.1% | +29.3% | -44.5% | -19.3% |
| 6M | -15.1% | -11.3% | -3.8% | -13.6% |
| YTD | -21.8% | +1.8% | -23.5% | -22.4% |
| 1Y | -24.8% | +25.3% | -50.1% | -28.5% |
| 3Y | +51.9% | +9.1% | +42.8% | +43.6% |
| 5Y | +4.0% | -34.9% | +38.9% | +9.8% |
| 10Y | -42.2% | +108.2% | -150.4% | -56.8% |
| All | -0.7% | +606.1% | -606.8% | -53.9% |
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