+700.3%
CAT vs RCL
+368.0%
+332.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.3% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -24.6% | +19.4% | -44.0% | -28.2% |
| 3M | -28.5% | +9.8% | -38.3% | -30.6% |
| 6M | -34.8% | +28.6% | -63.5% | -39.5% |
| YTD | +5.9% | +22.2% | -16.2% | -1.5% |
| 1Y | +6.8% | +29.7% | -22.9% | -2.5% |
| 3Y | +161.1% | +265.3% | -104.2% | +78.0% |
| 5Y | +213.4% | +301.8% | -88.3% | +96.4% |
| 10Y | +700.3% | +360.5% | +339.9% | +410.8% |
| All | +700.3% | +368.0% | +332.4% | +410.8% |
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 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