+807.8%
CCL vs RGEN
+1,576.0%
-768.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -5.0% | -4.9% | -0.1% | -4.8% |
| 30D | -20.3% | +5.7% | -26.0% | -20.6% |
| 3M | -15.1% | +32.4% | -47.6% | -16.7% |
| 6M | -15.1% | +33.2% | -48.3% | -16.7% |
| YTD | -21.8% | +2.3% | -24.1% | -22.1% |
| 1Y | -24.8% | +39.0% | -63.8% | -26.5% |
| 3Y | +51.9% | -4.6% | +56.5% | +50.6% |
| 5Y | +4.0% | -42.7% | +46.7% | +5.1% |
| 10Y | -42.2% | +433.6% | -475.8% | -47.6% |
| All | +807.8% | +1,576.0% | -768.2% | +493.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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