+807.8%
CCL vs RRX
+3,904.5%
-3,096.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -5.0% | +3.4% | -8.5% | -6.5% |
| 30D | -20.3% | -11.1% | -9.2% | -16.0% |
| 3M | -15.1% | -23.7% | +8.6% | -6.1% |
| 6M | -15.1% | -22.0% | +6.9% | -7.6% |
| YTD | -21.8% | +16.5% | -38.3% | -29.6% |
| 1Y | -24.8% | +11.5% | -36.3% | -31.6% |
| 3Y | +51.9% | +1.5% | +50.3% | +38.8% |
| 5Y | +4.0% | +18.3% | -14.2% | -10.1% |
| 10Y | -42.2% | +209.8% | -252.0% | -64.5% |
| All | +807.8% | +3,904.5% | -3,096.7% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling