+5,578.7%
RCL vs CAH
+9,396.3%
-3,817.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -4.0% |
| 7D | -0.2% | +3.9% | -4.1% | -1.7% |
| 30D | +14.4% | +16.0% | -1.6% | +7.8% |
| 3M | +5.2% | +19.1% | -13.9% | -2.0% |
| 6M | +26.1% | +53.0% | -26.9% | +6.0% |
| YTD | +17.4% | +36.6% | -19.3% | +2.1% |
| 1Y | +24.7% | +37.4% | -12.7% | +8.2% |
| 3Y | +250.9% | +178.8% | +72.1% | +121.4% |
| 5Y | +293.8% | +498.6% | -204.7% | +79.3% |
| 10Y | +342.4% | +413.1% | -70.7% | +105.6% |
| All | +5,578.7% | +9,396.3% | -3,817.5% | +1,370.4% |
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