+9.9%
CCL vs RNG
+340.1%
-330.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.2% | +4.6% | -5.8% | -2.2% |
| 30D | +13.1% | +0.4% | +12.7% | +12.7% |
| 3M | +3.4% | +11.4% | -8.0% | 0.0% |
| 6M | +18.7% | +95.7% | -77.0% | -1.2% |
| YTD | -2.3% | +162.9% | -165.1% | -26.8% |
| 1Y | +14.2% | +180.3% | -166.1% | -16.0% |
| 3Y | +133.6% | +188.3% | -54.8% | +65.5% |
| 5Y | +33.5% | -72.5% | +106.0% | +28.6% |
| 10Y | -32.8% | +236.7% | -269.5% | -57.5% |
| All | +9.9% | +340.1% | -330.2% | -33.5% |
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