+712.5%
CAT vs RCL
+396.5%
+316.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.0% | +4.2% | +6.4% |
| 7D | -2.4% | +5.0% | -7.4% | -3.7% |
| 30D | -25.0% | +19.4% | -44.4% | -28.6% |
| 3M | -28.7% | +5.9% | -34.7% | -30.2% |
| 6M | -33.0% | +23.8% | -56.8% | -37.2% |
| YTD | +5.4% | +22.8% | -17.4% | -2.1% |
| 1Y | +7.3% | +34.3% | -27.0% | -2.9% |
| 3Y | +166.0% | +276.4% | -110.4% | +80.0% |
| 5Y | +210.1% | +281.6% | -71.5% | +97.0% |
| 10Y | +712.5% | +379.0% | +333.5% | +415.9% |
| All | +712.5% | +396.5% | +316.0% | +415.9% |
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