+133.6%
CCL vs RCL
+255.6%
-122.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -1.2% | -1.2% | 0.0% | -0.1% |
| 30D | +13.1% | +17.8% | -4.7% | -2.2% |
| 3M | +3.4% | +4.9% | -1.6% | -1.0% |
| 6M | +18.7% | +23.7% | -5.0% | -2.6% |
| YTD | -2.3% | +17.8% | -20.1% | -17.8% |
| 1Y | +14.2% | +28.9% | -14.7% | -11.7% |
| 3Y | +133.6% | +241.9% | -108.3% | -39.8% |
| All | +133.6% | +255.6% | -122.0% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling