+47.5%
CCL vs RSG
+56.5%
-9.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -4.3% | -1.8% | -2.5% | -4.2% |
| 30D | -19.0% | +2.8% | -21.8% | -19.2% |
| 3M | -13.1% | +4.3% | -17.4% | -13.5% |
| 6M | -13.3% | -0.5% | -12.8% | -12.8% |
| YTD | -25.2% | +5.2% | -30.5% | -26.4% |
| 1Y | -27.2% | -2.1% | -25.1% | -26.4% |
| All | +47.5% | +56.5% | -9.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling