-34.0%
CCL vs RMD
+347.3%
-381.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -1.2% | +2.1% | -3.3% | -1.9% |
| 30D | +13.1% | +2.1% | +11.0% | +12.1% |
| 3M | +3.4% | +6.2% | -2.9% | +0.7% |
| 6M | +18.7% | +19.4% | -0.7% | +10.1% |
| YTD | -2.3% | +0.5% | -2.8% | -3.6% |
| 1Y | +14.2% | -3.9% | +18.1% | +14.6% |
| 3Y | +133.6% | +72.5% | +61.0% | +82.9% |
| 5Y | +33.5% | -1.5% | +35.0% | +26.6% |
| All | -34.0% | +347.3% | -381.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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