+24.6%
CCL vs DG
+617.0%
-592.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.0% |
| 7D | -0.3% | -2.5% | +2.1% | +0.2% |
| 30D | +10.3% | +7.7% | +2.6% | +8.7% |
| 3M | +6.6% | +13.1% | -6.5% | +3.9% |
| 6M | +20.0% | +32.0% | -12.0% | +13.5% |
| YTD | -1.9% | +3.3% | -5.2% | -3.1% |
| 1Y | +10.4% | +31.7% | -21.2% | +4.1% |
| 3Y | +134.8% | +21.7% | +113.1% | +116.5% |
| 5Y | +34.0% | -34.7% | +68.8% | +41.5% |
| 10Y | -32.5% | +106.7% | -139.3% | -49.4% |
| All | +24.6% | +617.0% | -592.5% | -42.4% |
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