+34.0%
CCL vs RUN
-85.5%
+119.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.7% | -3.2% |
| 7D | -0.3% | -13.7% | +13.3% | +2.3% |
| 30D | +10.3% | +9.4% | +1.0% | +7.7% |
| 3M | +6.6% | -13.4% | +20.0% | +8.4% |
| 6M | +20.0% | -39.6% | +59.6% | +29.6% |
| YTD | -1.9% | -53.7% | +51.8% | +8.1% |
| 1Y | +10.4% | -56.2% | +66.6% | +22.5% |
| 3Y | +134.8% | -9.7% | +144.6% | +63.8% |
| 5Y | +34.0% | -85.5% | +119.5% | +58.5% |
| All | +34.0% | -85.5% | +119.5% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling