-1.4%
CCL vs RSG
+2,015.2%
-2,016.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -20.3% | +7.6% | -27.9% | -22.7% |
| 3M | -15.1% | +7.4% | -22.6% | -17.9% |
| 6M | -15.1% | -3.3% | -11.8% | -14.8% |
| YTD | -21.8% | +6.0% | -27.8% | -24.6% |
| 1Y | -24.8% | -3.7% | -21.1% | -24.7% |
| 3Y | +51.9% | +59.1% | -7.2% | +23.1% |
| 5Y | +4.0% | +89.0% | -85.0% | -21.8% |
| 10Y | -42.2% | +412.5% | -454.7% | -68.5% |
| All | -1.4% | +2,015.2% | -2,016.7% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling