+5.8%
CAT vs RCL
+32.4%
-26.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.0% | +4.2% | +6.5% |
| 7D | -2.4% | +5.0% | -7.4% | -3.6% |
| 30D | -25.0% | +19.4% | -44.4% | -28.5% |
| 3M | -28.7% | +5.9% | -34.7% | -29.9% |
| 6M | -33.0% | +23.8% | -56.8% | -37.0% |
| YTD | +5.4% | +22.8% | -17.4% | -2.6% |
| All | +5.8% | +32.4% | -26.6% | -4.4% |
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