-26.9%
CCL vs RUN
-48.0%
+21.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.3% |
| 7D | -4.4% | -1.8% | -2.6% | -4.1% |
| 30D | -18.2% | -10.8% | -7.4% | -16.5% |
| 3M | -17.7% | -30.2% | +12.4% | -12.5% |
| 6M | -13.0% | -22.3% | +9.3% | -9.0% |
| YTD | -24.5% | -52.2% | +27.7% | -18.2% |
| 1Y | -26.9% | -45.1% | +18.2% | -21.7% |
| All | -26.9% | -48.0% | +21.1% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling