+22.8%
CCL vs RL
+226.8%
-204.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.5% |
| 7D | +3.1% | -4.2% | +7.3% | +6.6% |
| 30D | +13.7% | +4.3% | +9.4% | +10.1% |
| 3M | +3.8% | -4.6% | +8.4% | +7.1% |
| 6M | +9.3% | +1.7% | +7.5% | +5.5% |
| YTD | -1.1% | +7.3% | -8.4% | -8.1% |
| 1Y | +14.6% | +20.8% | -6.2% | -3.7% |
| 3Y | +146.4% | +247.0% | -100.6% | -23.9% |
| All | +22.8% | +226.8% | -204.0% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling