-28.5%
CCL vs DXCM
+421.6%
-450.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.6% |
| 7D | +3.1% | -4.4% | +7.4% | +4.2% |
| 30D | +17.5% | -3.6% | +21.1% | +18.5% |
| 3M | +6.8% | -4.3% | +11.2% | +7.7% |
| 6M | +18.7% | +33.8% | -15.0% | +9.5% |
| YTD | +3.0% | +22.1% | -19.1% | -2.9% |
| 1Y | +17.7% | +47.4% | -29.7% | +6.0% |
| 3Y | +155.6% | -12.3% | +167.9% | +146.2% |
| 5Y | +30.2% | -49.1% | +79.3% | +33.8% |
| 10Y | -28.5% | +423.1% | -451.6% | -45.2% |
| All | -28.5% | +421.6% | -450.1% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling