+6.8%
CAT vs RCL
+29.3%
-22.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -28.1% |
| 3M | -28.5% | +9.8% | -38.3% | -30.3% |
| 6M | -34.8% | +28.6% | -63.5% | -39.3% |
| YTD | +5.9% | +22.2% | -16.2% | -2.1% |
| 1Y | +6.8% | +29.7% | -22.9% | -2.9% |
| All | +6.8% | +29.3% | -22.4% | -2.9% |
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 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