-41.0%
CCL vs DXCM
+256.6%
-297.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.4% |
| 7D | -0.1% | -6.2% | +6.1% | +1.4% |
| 30D | -20.0% | -0.3% | -19.7% | -20.0% |
| 3M | -13.7% | +10.3% | -24.0% | -16.1% |
| 6M | -9.0% | +24.1% | -33.1% | -14.2% |
| YTD | -22.8% | +27.4% | -50.2% | -27.7% |
| 1Y | -25.3% | +8.4% | -33.7% | -27.9% |
| 3Y | +54.1% | -19.0% | +73.1% | +50.8% |
| 5Y | +3.5% | -38.6% | +42.1% | +3.1% |
| 10Y | -41.0% | +252.9% | -294.0% | -52.8% |
| All | -41.0% | +256.6% | -297.7% | -52.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling