-47.4%
CCL vs RUN
-31.9%
-15.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -5.0% | +1.3% | -6.3% | -5.3% |
| 30D | -20.3% | -15.3% | -5.1% | -18.0% |
| 3M | -15.1% | -40.0% | +24.9% | -7.3% |
| 6M | -15.1% | -27.0% | +11.8% | -11.0% |
| YTD | -21.8% | -51.7% | +29.9% | -13.6% |
| 1Y | -24.8% | -45.9% | +21.1% | -20.0% |
| 3Y | +51.9% | -43.8% | +95.6% | +27.6% |
| 5Y | +4.0% | -80.5% | +84.5% | +1.4% |
| 10Y | -42.2% | +45.3% | -87.5% | -61.8% |
| All | -47.4% | -31.9% | -15.5% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling