-44.1%
CCL vs RVMD
+644.5%
-688.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -5.0% | +1.0% | -6.1% | -5.4% |
| 30D | -20.3% | +6.4% | -26.8% | -22.0% |
| 3M | -15.1% | +34.9% | -50.0% | -22.8% |
| 6M | -15.1% | +107.6% | -122.7% | -34.3% |
| YTD | -21.8% | +163.7% | -185.5% | -45.4% |
| 1Y | -24.8% | +439.2% | -464.0% | -59.0% |
| 3Y | +51.9% | +499.2% | -447.3% | -26.8% |
| 5Y | +4.0% | +621.7% | -617.7% | -58.8% |
| All | -44.1% | +644.5% | -688.5% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling