+33.9%
CCL vs RSG
+99.6%
-65.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | +2.5% | -3.7% | -1.9% |
| 30D | +13.1% | +12.7% | +0.4% | +8.9% |
| 3M | +3.4% | +17.9% | -14.6% | -2.0% |
| 6M | +18.7% | +25.0% | -6.3% | +9.6% |
| YTD | -2.3% | +20.8% | -23.1% | -9.4% |
| 1Y | +14.2% | +24.3% | -10.1% | +4.4% |
| 3Y | +133.6% | +65.3% | +68.3% | +78.9% |
| All | +33.9% | +99.6% | -65.7% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling