+151.1%
CCL vs RL
+1,476.5%
-1,325.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.1% |
| 7D | +3.1% | -4.2% | +7.3% | +5.4% |
| 30D | +13.7% | +4.3% | +9.4% | +11.5% |
| 3M | +3.8% | -4.6% | +8.4% | +6.0% |
| 6M | +9.3% | +1.7% | +7.5% | +7.4% |
| YTD | -1.1% | +7.3% | -8.4% | -4.7% |
| 1Y | +14.6% | +20.8% | -6.2% | +4.1% |
| 3Y | +146.4% | +247.0% | -100.6% | +34.0% |
| 5Y | +21.9% | +225.5% | -203.6% | -29.9% |
| 10Y | -29.4% | +363.0% | -392.5% | -65.0% |
| All | +151.1% | +1,476.5% | -1,325.4% | -25.5% |
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