+0.4%
CCL vs DGX
+59.5%
-59.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -4.3% | -3.5% | -0.9% | -3.2% |
| 30D | -19.0% | -2.7% | -16.3% | -18.3% |
| 3M | -13.1% | +13.9% | -27.0% | -16.8% |
| 6M | -13.3% | +16.0% | -29.3% | -17.6% |
| YTD | -25.2% | +34.9% | -60.2% | -32.8% |
| 1Y | -27.2% | +30.6% | -57.8% | -33.9% |
| 3Y | +49.2% | +93.0% | -43.8% | +12.2% |
| 5Y | +0.4% | +64.4% | -64.1% | -28.4% |
| All | +0.4% | +59.5% | -59.1% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling