+54.1%
CCL vs RUN
-35.6%
+89.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.7% |
| 7D | -0.1% | +10.2% | -10.3% | -1.2% |
| 30D | -20.0% | -9.6% | -10.4% | -19.1% |
| 3M | -13.7% | -31.5% | +17.8% | -10.3% |
| 6M | -9.0% | -18.7% | +9.7% | -7.3% |
| YTD | -22.8% | -49.9% | +27.1% | -18.6% |
| 1Y | -25.3% | -45.5% | +20.2% | -22.3% |
| 3Y | +54.1% | -34.1% | +88.2% | +31.1% |
| All | +54.1% | -35.6% | +89.6% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling