+412.5%
CCL vs RCL
+4,549.4%
-4,136.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -5.0% | -5.1% | 0.0% | -1.5% |
| 30D | -20.3% | -19.0% | -1.3% | -7.8% |
| 3M | -15.1% | -9.6% | -5.6% | -9.1% |
| 6M | -15.1% | -6.7% | -8.4% | -10.5% |
| YTD | -21.8% | -3.9% | -17.9% | -20.0% |
| 1Y | -24.8% | -25.1% | +0.3% | -8.8% |
| 3Y | +51.9% | +179.1% | -127.3% | -22.7% |
| 5Y | +4.0% | +243.3% | -239.3% | -50.4% |
| 10Y | -42.2% | +325.8% | -368.0% | -73.1% |
| All | +412.5% | +4,549.4% | -4,136.9% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling