+414.1%
CARR vs RCL
+1,124.0%
-709.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -4.1% | -2.5% | -1.7% | -3.6% |
| 30D | -11.0% | -15.7% | +4.7% | -7.6% |
| 3M | -16.4% | -3.6% | -12.8% | -16.0% |
| 6M | -2.4% | -8.7% | +6.3% | -1.0% |
| YTD | +8.4% | -6.2% | +14.6% | +8.6% |
| 1Y | -8.0% | -22.9% | +14.9% | -4.3% |
| 3Y | +0.6% | +173.6% | -173.0% | -20.3% |
| 5Y | +7.7% | +226.6% | -218.8% | -21.1% |
| All | +414.1% | +1,124.0% | -709.9% | +207.0% |
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