+0.4%
CCL vs RRX
+14.8%
-14.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.1% |
| 7D | -4.3% | -3.7% | -0.6% | -2.2% |
| 30D | -19.0% | -9.3% | -9.7% | -14.5% |
| 3M | -13.1% | -21.8% | +8.7% | -3.2% |
| 6M | -13.3% | -22.0% | +8.7% | -4.6% |
| YTD | -25.2% | +11.9% | -37.2% | -35.3% |
| 1Y | -27.2% | +11.6% | -38.8% | -37.9% |
| 3Y | +49.2% | +2.2% | +47.0% | +26.8% |
| 5Y | +0.4% | +14.9% | -14.5% | -23.5% |
| All | +0.4% | +14.8% | -14.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling