-0.8%
CCL vs RDW
-9.1%
+8.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | -3.2% | +0.9% | -4.1% | -3.4% |
| 30D | -17.8% | -21.3% | +3.5% | -14.6% |
| 3M | -18.7% | -37.9% | +19.2% | -13.5% |
| 6M | -11.4% | +12.3% | -23.7% | -18.1% |
| YTD | -24.3% | +39.7% | -64.0% | -35.2% |
| 1Y | -28.8% | +25.7% | -54.5% | -39.3% |
| 3Y | +49.3% | +230.8% | -181.5% | -14.0% |
| All | -0.8% | -9.1% | +8.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 5y: compounded portfolio wealth divided by compounded RDW 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…
5y analysis · Full analysis span regression · 6 months rolling