-22.6%
RCL vs CAH
+61.1%
-83.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -2.2% | -2.2% | 0.0% | -2.0% |
| 30D | -15.7% | +1.2% | -16.9% | -15.8% |
| 3M | -8.0% | +13.1% | -21.1% | -8.8% |
| 6M | -10.1% | +8.5% | -18.6% | -10.5% |
| YTD | -5.9% | +17.6% | -23.5% | -6.9% |
| All | -22.6% | +61.1% | -83.7% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling