+14.2%
CCL vs RVMD
+162.9%
-148.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -1.2% | -10.4% | +9.2% | -0.3% |
| 30D | +13.1% | -11.0% | +24.1% | +14.2% |
| 3M | +3.4% | -14.7% | +18.1% | +4.5% |
| 6M | +18.7% | +14.9% | +3.8% | +17.3% |
| YTD | -2.3% | +116.3% | -118.6% | -5.5% |
| 1Y | +14.2% | +167.6% | -153.4% | +10.5% |
| All | +14.2% | +162.9% | -148.7% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling