+2.4%
CARR vs RCL
+171.9%
-169.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | +0.6% | -2.2% | +2.8% | +1.4% |
| 30D | -8.7% | -15.7% | +7.0% | -3.5% |
| 3M | -18.4% | -8.0% | -10.4% | -16.6% |
| 6M | -0.6% | -10.1% | +9.5% | +1.7% |
| YTD | +10.9% | -5.9% | +16.8% | +10.3% |
| 1Y | -7.3% | -23.5% | +16.2% | -1.5% |
| All | +2.4% | +171.9% | -169.5% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling