-25.3%
CCL vs RCL
-24.0%
-1.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.1% |
| 7D | -0.1% | -0.5% | +0.3% | +0.2% |
| 30D | -20.0% | -17.3% | -2.6% | -6.7% |
| 3M | -13.7% | -2.8% | -10.9% | -11.9% |
| 6M | -9.0% | -4.4% | -4.6% | -6.0% |
| YTD | -22.8% | -4.2% | -18.6% | -20.9% |
| 1Y | -25.3% | -23.4% | -1.9% | -12.3% |
| All | -25.3% | -24.0% | -1.3% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling