-0.9%
CCL vs RNG
-70.2%
+69.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -4.4% | -4.1% | -0.3% | -3.1% |
| 30D | -18.2% | +8.6% | -26.8% | -20.9% |
| 3M | -17.7% | +78.0% | -95.7% | -34.3% |
| 6M | -13.0% | +67.0% | -80.0% | -31.0% |
| YTD | -24.5% | +142.4% | -166.9% | -50.4% |
| 1Y | -26.9% | +120.4% | -147.4% | -50.3% |
| 3Y | +50.8% | +122.1% | -71.4% | -5.5% |
| 5Y | -0.9% | -69.8% | +68.9% | +3.2% |
| All | -0.9% | -70.2% | +69.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling