+9.7%
CRM vs RCL
+171.1%
-161.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -8.1% | -2.5% | -5.6% | -7.6% |
| 30D | +23.1% | -15.7% | +38.7% | +27.7% |
| 3M | +42.5% | -3.6% | +46.2% | +42.9% |
| 6M | +25.3% | -8.7% | +34.0% | +26.2% |
| YTD | -7.8% | -6.2% | -1.6% | -9.1% |
| 1Y | +1.0% | -22.9% | +23.9% | +5.8% |
| All | +9.7% | +171.1% | -161.4% | -26.4% |
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