+153.7%
CAT vs RCL
+278.1%
-124.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.6% |
| 7D | -6.3% | +8.5% | -14.8% | -8.5% |
| 30D | -26.8% | +20.4% | -47.2% | -30.9% |
| 3M | -30.0% | +11.0% | -41.0% | -32.5% |
| 6M | -34.6% | +24.9% | -59.4% | -39.3% |
| YTD | +2.9% | +23.9% | -21.0% | -5.9% |
| 1Y | +3.3% | +30.8% | -27.5% | -7.4% |
| 3Y | +153.7% | +270.4% | -116.7% | +62.0% |
| All | +153.7% | +278.1% | -124.4% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling