+54.1%
CCL vs RNG
+120.7%
-66.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.0% | -0.3% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | -20.0% | +11.4% | -31.4% | -22.2% |
| 3M | -13.7% | +72.1% | -85.7% | -25.1% |
| 6M | -9.0% | +67.9% | -77.0% | -22.0% |
| YTD | -22.8% | +144.3% | -167.2% | -42.4% |
| 1Y | -25.3% | +117.5% | -142.8% | -42.3% |
| 3Y | +54.1% | +123.9% | -69.8% | +7.7% |
| All | +54.1% | +120.7% | -66.6% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling