+32.1%
CVS vs RCL
+266.4%
-234.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +3.0% |
| 7D | -7.1% | +6.5% | -13.6% | -7.6% |
| 30D | -4.0% | +15.9% | -19.9% | -5.2% |
| 3M | -12.2% | +2.7% | -14.9% | -12.5% |
| 6M | -2.2% | +15.2% | -17.4% | -3.7% |
| YTD | +8.9% | +19.2% | -10.3% | +5.9% |
| 1Y | +9.9% | +31.6% | -21.7% | +5.4% |
| 3Y | +32.1% | +274.2% | -242.1% | +7.1% |
| All | +32.1% | +266.4% | -234.3% | +7.1% |
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