-46.5%
CCL vs RVMD
+620.8%
-667.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | -4.3% | -3.6% | -0.7% | -3.3% |
| 30D | -19.0% | -1.1% | -17.9% | -18.9% |
| 3M | -13.1% | +41.0% | -54.1% | -22.0% |
| 6M | -13.3% | +105.7% | -119.0% | -32.8% |
| YTD | -25.2% | +155.3% | -180.5% | -47.3% |
| 1Y | -27.2% | +402.7% | -429.9% | -59.4% |
| 3Y | +49.2% | +533.1% | -483.9% | -29.7% |
| 5Y | +0.4% | +583.5% | -583.2% | -59.5% |
| All | -46.5% | +620.8% | -667.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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