+53.2%
CSX vs RCL
-23.9%
+77.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | -5.1% | +1.7% | -2.9% |
| 30D | -3.1% | -19.0% | +15.9% | -1.0% |
| 3M | +7.2% | -9.6% | +16.7% | +7.9% |
| 6M | +16.2% | -6.7% | +22.9% | +16.1% |
| YTD | +37.5% | -3.9% | +41.5% | +36.0% |
| 1Y | +53.2% | -25.1% | +78.3% | +68.5% |
| All | +53.2% | -23.9% | +77.1% | +68.5% |
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 · 6 months rolling