-34.0%
CCL vs RCL
+340.1%
-374.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -1.2% | -1.2% | 0.0% | 0.0% |
| 30D | +13.1% | +17.8% | -4.7% | -2.9% |
| 3M | +3.4% | +4.9% | -1.6% | -1.3% |
| 6M | +18.7% | +23.7% | -5.0% | -3.6% |
| YTD | -2.3% | +17.8% | -20.1% | -18.5% |
| 1Y | +14.2% | +28.9% | -14.7% | -12.6% |
| 3Y | +133.6% | +241.9% | -108.3% | -29.9% |
| 5Y | +33.5% | +295.4% | -261.9% | -64.0% |
| All | -34.0% | +340.1% | -374.2% | -83.0% |
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