+18.3%
CVS vs RCL
+33.5%
-15.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +4.4% |
| 7D | -2.6% | +8.5% | -11.1% | -2.5% |
| 30D | +4.0% | +20.4% | -16.4% | +3.8% |
| 3M | -6.3% | +11.0% | -17.3% | -6.2% |
| 6M | -0.4% | +24.9% | -25.2% | -0.8% |
| YTD | +15.6% | +23.9% | -8.3% | +13.1% |
| 1Y | +18.3% | +30.8% | -12.5% | +14.4% |
| All | +18.3% | +33.5% | -15.2% | +14.4% |
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 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