+331.2%
RCL vs CAH
+297.3%
+33.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -2.5% | -5.1% | +2.6% | -0.4% |
| 30D | -15.7% | -1.8% | -13.9% | -15.1% |
| 3M | -3.6% | +9.4% | -13.0% | -7.3% |
| 6M | -8.7% | +9.2% | -17.9% | -12.6% |
| YTD | -6.2% | +15.7% | -21.8% | -13.0% |
| 1Y | -22.9% | +59.7% | -82.6% | -38.5% |
| 3Y | +173.6% | +178.5% | -4.9% | +63.6% |
| 5Y | +226.6% | +398.3% | -171.7% | +44.4% |
| All | +331.2% | +297.3% | +33.9% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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