-29.4%
CCL vs DXCM
+412.4%
-441.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.5% | -9.2% | +7.6% | +0.8% |
| 30D | +16.5% | -6.5% | +22.9% | +18.3% |
| 3M | +11.2% | -10.3% | +21.5% | +13.9% |
| 6M | +22.6% | +35.4% | -12.8% | +12.7% |
| YTD | +2.6% | +21.1% | -18.5% | -3.1% |
| 1Y | +17.0% | +38.2% | -21.3% | +7.0% |
| 3Y | +145.5% | -14.6% | +160.1% | +138.0% |
| 5Y | +36.1% | -49.6% | +85.7% | +40.3% |
| 10Y | -29.4% | +393.1% | -422.5% | -45.5% |
| All | -29.4% | +412.4% | -441.9% | -45.5% |
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