-42.6%
CCL vs DGX
+255.3%
-298.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.5% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | -17.8% | -1.2% | -16.6% | -17.4% |
| 3M | -18.7% | +15.8% | -34.4% | -24.2% |
| 6M | -11.4% | +18.2% | -29.6% | -18.3% |
| YTD | -24.3% | +37.2% | -61.5% | -35.2% |
| 1Y | -28.8% | +30.4% | -59.2% | -37.8% |
| 3Y | +49.3% | +96.7% | -47.4% | +3.4% |
| 5Y | +1.6% | +67.2% | -65.6% | -25.4% |
| All | -42.6% | +255.3% | -298.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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