+220.1%
C vs RCL
+396.5%
-176.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.4% |
| 7D | -0.9% | +5.0% | -5.9% | -2.6% |
| 30D | -5.4% | +19.4% | -24.8% | -11.2% |
| 3M | -9.2% | +5.9% | -15.1% | -11.5% |
| 6M | -1.8% | +23.8% | -25.6% | -10.0% |
| YTD | +6.7% | +22.8% | -16.1% | -3.6% |
| 1Y | +23.5% | +34.3% | -10.7% | +7.8% |
| 3Y | +219.8% | +276.4% | -56.6% | +89.5% |
| 5Y | +112.4% | +281.6% | -169.2% | +15.8% |
| 10Y | +220.1% | +379.0% | -158.9% | +40.0% |
| All | +220.1% | +396.5% | -176.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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