+3.5%
CCL vs RRC
+153.5%
-150.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | -20.0% | +9.4% | -29.4% | -21.7% |
| 3M | -13.7% | +7.4% | -21.0% | -15.5% |
| 6M | -9.0% | +1.5% | -10.5% | -10.5% |
| YTD | -22.8% | +19.4% | -42.2% | -27.8% |
| 1Y | -25.3% | +24.2% | -49.5% | -31.5% |
| 3Y | +54.1% | +32.8% | +21.3% | +35.9% |
| 5Y | +3.5% | +152.9% | -149.4% | -25.0% |
| All | +3.5% | +153.5% | -150.0% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling