+5,676.4%
CRM vs RCL
+685.9%
+4,990.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -5.0% | -2.2% | -2.8% | -4.3% |
| 30D | +23.6% | -15.7% | +39.3% | +29.7% |
| 3M | +39.6% | -8.0% | +47.6% | +42.1% |
| 6M | +23.4% | -10.1% | +33.6% | +25.1% |
| YTD | -7.4% | -5.9% | -1.5% | -8.6% |
| 1Y | -2.3% | -23.5% | +21.2% | +1.8% |
| 3Y | +10.5% | +174.4% | -163.9% | -23.6% |
| 5Y | -4.7% | +227.1% | -231.9% | -41.3% |
| 10Y | +234.7% | +342.5% | -107.8% | +43.3% |
| All | +5,676.4% | +685.9% | +4,990.4% | +1,286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling