+55.4%
CCL vs DXCM
-13.8%
+69.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | -20.3% | +6.3% | -26.7% | -21.6% |
| 3M | -15.1% | +21.1% | -36.2% | -19.5% |
| 6M | -15.1% | +20.6% | -35.7% | -19.6% |
| YTD | -21.8% | +32.4% | -54.2% | -27.6% |
| 1Y | -24.8% | +8.8% | -33.6% | -27.5% |
| All | +55.4% | -13.8% | +69.2% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling