+238.9%
CRM vs RCL
+346.0%
-107.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | -4.4% | -1.9% | -2.5% | -4.0% |
| 30D | +28.1% | -15.5% | +43.7% | +32.6% |
| 3M | +48.8% | -9.7% | +58.5% | +51.5% |
| 6M | +28.3% | -8.7% | +37.0% | +29.2% |
| YTD | -6.0% | -5.8% | -0.3% | -6.8% |
| 1Y | +1.4% | -24.5% | +25.9% | +5.1% |
| 3Y | +11.8% | +173.9% | -162.1% | -13.5% |
| 5Y | -2.0% | +228.0% | -230.0% | -30.6% |
| All | +238.9% | +346.0% | -107.1% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling