+98.6%
CCL vs RL
+1,366.2%
-1,267.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.8% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | -20.3% | -7.8% | -12.6% | -17.5% |
| 3M | -15.1% | -4.0% | -11.1% | -13.7% |
| 6M | -15.1% | -1.9% | -13.2% | -14.6% |
| YTD | -21.8% | -0.2% | -21.6% | -22.0% |
| 1Y | -24.8% | +10.7% | -35.5% | -28.8% |
| 3Y | +51.9% | +210.8% | -158.9% | -12.9% |
| 5Y | +4.0% | +238.2% | -234.2% | -41.1% |
| 10Y | -42.2% | +313.4% | -355.6% | -69.9% |
| All | +98.6% | +1,366.2% | -1,267.6% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling