+21.9%
CCL vs DXCM
+44.8%
-23.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.6% | +0.6% | +5.4% |
| 7D | +11.6% | +12.5% | -0.9% | +8.2% |
| 30D | +22.5% | +1.8% | +20.7% | +21.6% |
| 3M | +6.4% | +1.8% | +4.6% | +5.3% |
| 6M | +23.4% | +47.4% | -24.0% | +6.8% |
| YTD | +4.2% | +33.3% | -29.1% | -5.5% |
| 1Y | +21.9% | +44.6% | -22.7% | +11.8% |
| All | +21.9% | +44.8% | -23.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling