-24.8%
CCL vs RSG
-3.6%
-21.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | -0.2% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | -20.3% | +7.6% | -27.9% | -18.6% |
| 3M | -15.1% | +7.4% | -22.6% | -13.1% |
| 6M | -15.1% | -3.3% | -11.8% | -13.7% |
| YTD | -21.8% | +6.0% | -27.8% | -22.0% |
| 1Y | -24.8% | -3.7% | -21.1% | -20.6% |
| All | -24.8% | -3.6% | -21.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling