+4,549.4%
RCL vs CAH
+8,319.7%
-3,770.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -5.1% | +5.4% | -10.5% | -7.1% |
| 30D | -19.0% | +3.3% | -22.3% | -20.1% |
| 3M | -9.6% | +22.8% | -32.4% | -16.9% |
| 6M | -6.7% | +11.3% | -18.0% | -11.2% |
| YTD | -3.9% | +21.1% | -25.1% | -12.3% |
| 1Y | -25.1% | +67.2% | -92.3% | -40.5% |
| 3Y | +179.1% | +195.6% | -16.5% | +71.3% |
| 5Y | +243.3% | +413.8% | -170.5% | +66.1% |
| 10Y | +325.8% | +309.6% | +16.2% | +114.6% |
| All | +4,549.4% | +8,319.7% | -3,770.3% | +1,163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling