+95.4%
CAT vs RCL
-23.9%
+119.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +1.7% | -5.1% | +6.8% | +2.9% |
| 30D | -6.6% | -19.0% | +12.4% | -2.0% |
| 3M | -13.3% | -9.6% | -3.7% | -11.5% |
| 6M | +11.6% | -6.7% | +18.3% | +12.1% |
| YTD | +42.9% | -3.9% | +46.9% | +42.8% |
| 1Y | +95.4% | -25.1% | +120.5% | +101.4% |
| All | +95.4% | -23.9% | +119.3% | +101.4% |
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