-24.8%
CCL vs RL
+13.6%
-38.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.1% |
| 7D | -5.0% | -0.8% | -4.2% | -4.6% |
| 30D | -20.3% | -7.8% | -12.6% | -16.6% |
| 3M | -15.1% | -4.0% | -11.1% | -13.6% |
| 6M | -15.1% | -1.9% | -13.2% | -15.4% |
| YTD | -21.8% | -0.2% | -21.6% | -22.4% |
| 1Y | -24.8% | +10.7% | -35.5% | -30.2% |
| All | -24.8% | +13.6% | -38.3% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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