-28.5%
CCL vs RCL
+396.5%
-425.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +1.3% |
| 7D | +3.1% | +5.0% | -1.9% | -1.3% |
| 30D | +17.5% | +19.4% | -1.9% | -0.4% |
| 3M | +6.8% | +5.9% | +0.9% | +1.1% |
| 6M | +18.7% | +23.8% | -5.1% | -3.6% |
| YTD | +3.0% | +22.8% | -19.8% | -17.4% |
| 1Y | +17.7% | +34.3% | -16.5% | -13.3% |
| 3Y | +155.6% | +276.4% | -120.8% | -30.0% |
| 5Y | +30.2% | +281.6% | -251.4% | -63.8% |
| 10Y | -28.5% | +379.0% | -407.5% | -82.9% |
| All | -28.5% | +396.5% | -425.0% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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