+57.2%
CVS vs RCL
+381.8%
-324.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +4.3% |
| 7D | -2.6% | +8.5% | -11.1% | -3.7% |
| 30D | +4.0% | +20.4% | -16.4% | +1.5% |
| 3M | -6.3% | +11.0% | -17.3% | -7.8% |
| 6M | -0.4% | +24.9% | -25.2% | -3.7% |
| YTD | +15.6% | +23.9% | -8.3% | +10.9% |
| 1Y | +18.3% | +30.8% | -12.5% | +12.6% |
| 3Y | +47.3% | +270.4% | -223.1% | +20.0% |
| 5Y | +13.2% | +296.1% | -282.9% | -11.6% |
| 10Y | +57.2% | +375.0% | -317.9% | +28.0% |
| All | +57.2% | +381.8% | -324.6% | +28.0% |
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