-12.1%
CCL vs RNG
+327.7%
-339.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.0% |
| 7D | -5.0% | +5.8% | -10.8% | -6.4% |
| 30D | -20.3% | +19.6% | -40.0% | -23.8% |
| 3M | -15.1% | +67.0% | -82.2% | -25.8% |
| 6M | -15.1% | +88.4% | -103.5% | -29.2% |
| YTD | -21.8% | +155.5% | -177.3% | -40.7% |
| 1Y | -24.8% | +141.7% | -166.5% | -42.4% |
| 3Y | +51.9% | +131.1% | -79.2% | +13.7% |
| 5Y | +4.0% | -70.6% | +74.6% | +0.3% |
| 10Y | -42.2% | +228.2% | -270.4% | -63.1% |
| All | -12.1% | +327.7% | -339.8% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling