+688.6%
CAT vs RCL
+340.1%
+348.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | -1.2% | +8.6% | +7.8% |
| 30D | -19.7% | +17.8% | -37.5% | -23.3% |
| 3M | -29.6% | +4.9% | -34.5% | -30.9% |
| 6M | -33.2% | +23.7% | -56.9% | -37.4% |
| YTD | +5.7% | +17.8% | -12.2% | -0.9% |
| 1Y | +9.3% | +28.9% | -19.6% | 0.0% |
| 3Y | +158.3% | +241.9% | -83.6% | +79.1% |
| 5Y | +211.6% | +295.4% | -83.8% | +96.1% |
| All | +688.6% | +340.1% | +348.5% | +409.6% |
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