-43.4%
CCL vs RNG
+223.4%
-266.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -4.3% | -9.6% | +5.3% | -1.9% |
| 30D | -19.0% | +8.8% | -27.8% | -20.9% |
| 3M | -13.1% | +78.6% | -91.7% | -26.1% |
| 6M | -13.3% | +70.3% | -83.6% | -26.7% |
| YTD | -25.2% | +140.3% | -165.6% | -43.8% |
| 1Y | -27.2% | +126.6% | -153.8% | -44.6% |
| 3Y | +49.2% | +120.2% | -71.0% | +10.0% |
| 5Y | +0.4% | -68.3% | +68.7% | -6.3% |
| All | -43.4% | +223.4% | -266.8% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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