-8.7%
CCL vs DXCM
+2,529.5%
-2,538.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +5.9% | +1.2% |
| 7D | +2.6% | -3.5% | +6.1% | +3.4% |
| 30D | +13.1% | -5.8% | +18.9% | +14.5% |
| 3M | +3.3% | -4.3% | +7.6% | +4.0% |
| 6M | +8.7% | +31.6% | -22.9% | +1.8% |
| YTD | -1.6% | +19.6% | -21.2% | -6.0% |
| 1Y | +14.0% | +36.9% | -22.9% | +5.6% |
| 3Y | +145.1% | -16.3% | +161.4% | +140.8% |
| 5Y | +21.2% | -50.0% | +71.3% | +29.2% |
| 10Y | -29.8% | +413.2% | -443.0% | -55.5% |
| All | -8.7% | +2,529.5% | -2,538.1% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling