+56.1%
CCL vs RRC
+34.3%
+21.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -5.0% | +1.3% | -6.4% | -5.2% |
| 30D | -20.3% | +10.1% | -30.5% | -21.4% |
| 3M | -15.1% | +4.0% | -19.1% | -15.6% |
| 6M | -15.1% | +1.6% | -16.7% | -16.0% |
| YTD | -21.8% | +19.7% | -41.5% | -26.1% |
| 1Y | -24.8% | +21.4% | -46.2% | -29.9% |
| All | +56.1% | +34.3% | +21.9% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling