-42.6%
CCL vs RSG
+428.9%
-471.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.7% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -17.8% | +4.0% | -21.7% | -20.2% |
| 3M | -18.7% | +7.4% | -26.0% | -23.5% |
| 6M | -11.4% | +0.1% | -11.5% | -13.2% |
| YTD | -24.3% | +6.0% | -30.3% | -29.7% |
| 1Y | -28.8% | -3.0% | -25.8% | -29.0% |
| 3Y | +49.3% | +56.5% | -7.2% | -6.2% |
| 5Y | +1.6% | +90.9% | -89.3% | -49.5% |
| All | -42.6% | +428.9% | -471.6% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling