-28.5%
CCL vs RL
+397.7%
-426.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.7% | -0.2% |
| 7D | +3.1% | +0.2% | +2.8% | +2.9% |
| 30D | +17.5% | +7.3% | +10.2% | +11.5% |
| 3M | +6.8% | +1.0% | +5.8% | +5.4% |
| 6M | +18.7% | +11.8% | +7.0% | +7.1% |
| YTD | +3.0% | +13.6% | -10.6% | -7.9% |
| 1Y | +17.7% | +24.0% | -6.3% | -1.9% |
| 3Y | +155.6% | +256.6% | -101.0% | -10.3% |
| 5Y | +30.2% | +240.2% | -210.0% | -52.4% |
| 10Y | -28.5% | +373.0% | -401.4% | -79.1% |
| All | -28.5% | +397.7% | -426.1% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling