-33.8%
CCL vs RUN
+66.4%
-100.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.7% | -3.1% |
| 7D | -0.3% | -13.7% | +13.3% | +2.6% |
| 30D | +10.3% | +9.4% | +1.0% | +7.4% |
| 3M | +6.6% | -13.4% | +20.0% | +8.6% |
| 6M | +20.0% | -39.6% | +59.6% | +30.9% |
| YTD | -1.9% | -53.7% | +51.8% | +9.5% |
| 1Y | +10.4% | -56.2% | +66.6% | +24.2% |
| 3Y | +134.8% | -9.7% | +144.6% | +65.7% |
| 5Y | +34.0% | -85.5% | +119.5% | +40.0% |
| All | -33.8% | +66.4% | -100.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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