+161.5%
CCL vs DGX
+8,796.3%
-8,634.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -20.0% | -1.2% | -18.8% | -19.7% |
| 3M | -13.7% | +19.9% | -33.6% | -18.8% |
| 6M | -9.0% | +19.2% | -28.2% | -14.4% |
| YTD | -22.8% | +37.5% | -60.3% | -30.9% |
| 1Y | -25.3% | +31.3% | -56.6% | -32.2% |
| 3Y | +54.1% | +96.6% | -42.6% | +20.7% |
| 5Y | +3.5% | +64.3% | -60.8% | -14.6% |
| 10Y | -41.0% | +241.1% | -282.2% | -61.9% |
| All | +161.5% | +8,796.3% | -8,634.8% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling