-42.6%
CCL vs RRX
+228.4%
-271.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.4% | -1.2% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -17.8% | -6.1% | -11.6% | -14.4% |
| 3M | -18.7% | -23.1% | +4.4% | -6.6% |
| 6M | -11.4% | -19.5% | +8.1% | -3.0% |
| YTD | -24.3% | +16.1% | -40.4% | -37.7% |
| 1Y | -28.8% | +12.9% | -41.7% | -41.4% |
| 3Y | +49.3% | +7.9% | +41.4% | +15.2% |
| 5Y | +1.6% | +19.1% | -17.5% | -29.8% |
| All | -42.6% | +228.4% | -271.0% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling