+238.8%
RCL vs CAH
+400.8%
-162.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.5% |
| 7D | -0.5% | +0.5% | -0.9% | -0.6% |
| 30D | -17.3% | +1.7% | -19.1% | -17.8% |
| 3M | -2.8% | +17.9% | -20.6% | -7.5% |
| 6M | -4.4% | +10.9% | -15.3% | -7.6% |
| YTD | -4.2% | +17.9% | -22.0% | -9.7% |
| 1Y | -23.4% | +61.7% | -85.1% | -36.0% |
| 3Y | +179.4% | +183.7% | -4.4% | +75.2% |
| 5Y | +238.8% | +401.3% | -162.6% | +36.2% |
| All | +238.8% | +400.8% | -162.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling