-25.3%
CCL vs RRC
+20.2%
-45.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.4% |
| 7D | -0.1% | -1.2% | +1.1% | -0.5% |
| 30D | -20.0% | +9.4% | -29.4% | -17.4% |
| 3M | -13.7% | +7.4% | -21.0% | -11.1% |
| 6M | -9.0% | +1.5% | -10.5% | -8.1% |
| YTD | -22.8% | +19.4% | -42.2% | -21.3% |
| 1Y | -25.3% | +24.2% | -49.5% | -23.4% |
| All | -25.3% | +20.2% | -45.5% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling