-7.7%
CARR vs RCL
-23.3%
+15.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -4.1% | -2.5% | -1.7% | -3.5% |
| 30D | -11.0% | -15.7% | +4.7% | -7.1% |
| 3M | -16.4% | -3.6% | -12.8% | -16.0% |
| 6M | -2.4% | -8.7% | +6.3% | -1.4% |
| YTD | +8.4% | -6.2% | +14.6% | +8.4% |
| All | -7.7% | -23.3% | +15.6% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling