-70.5%
CBRS vs RCL
+23.5%
-94.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.4% | -12.5% | -4.7% |
| 7D | -18.4% | +11.7% | -30.1% | -16.5% |
| 30D | -49.4% | +21.1% | -70.5% | -47.4% |
| 3M | -59.6% | +2.9% | -62.4% | -60.3% |
| All | -70.5% | +23.5% | -94.0% | -67.5% |
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 · Available span rolling