+6.5%
CAT vs RCL
+24.4%
-17.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.6% |
| 7D | +9.3% | -0.2% | +9.6% | +9.4% |
| 30D | -21.5% | +14.4% | -35.9% | -24.4% |
| 3M | -29.1% | +5.2% | -34.3% | -30.2% |
| 6M | -33.4% | +26.1% | -59.5% | -37.7% |
| YTD | +6.6% | +17.4% | -10.8% | -0.6% |
| 1Y | +6.5% | +24.7% | -18.1% | -2.3% |
| All | +6.5% | +24.4% | -17.8% | -2.3% |
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