+3.3%
CAT vs RCL
+33.5%
-30.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.6% |
| 7D | -6.3% | +8.5% | -14.8% | -8.2% |
| 30D | -26.8% | +20.4% | -47.2% | -30.3% |
| 3M | -30.0% | +11.0% | -41.0% | -32.0% |
| 6M | -34.6% | +24.9% | -59.4% | -38.7% |
| YTD | +2.9% | +23.9% | -21.0% | -5.2% |
| 1Y | +3.3% | +30.8% | -27.5% | -6.9% |
| All | +3.3% | +33.5% | -30.3% | -6.9% |
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