+360.5%
RCL vs CAH
+411.5%
-51.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.6% | +5.9% | -5.3% | -1.9% |
| 30D | +19.4% | +16.5% | +2.9% | +11.8% |
| 3M | +9.8% | +15.7% | -6.0% | +2.9% |
| 6M | +28.6% | +52.7% | -24.1% | +6.6% |
| YTD | +22.2% | +36.3% | -14.1% | +5.1% |
| 1Y | +29.7% | +36.7% | -7.0% | +11.4% |
| 3Y | +265.3% | +178.2% | +87.2% | +116.1% |
| 5Y | +301.8% | +515.8% | -214.0% | +54.3% |
| 10Y | +360.5% | +411.8% | -51.3% | +73.9% |
| All | +360.5% | +411.5% | -51.0% | +73.9% |
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