-1.3%
RCL vs CAI
-11.0%
+9.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.4% |
| 7D | -2.2% | -3.1% | +0.9% | -1.8% |
| 30D | -15.7% | +2.7% | -18.4% | -16.1% |
| 3M | -8.0% | +41.7% | -49.7% | -12.8% |
| 6M | -10.1% | +26.5% | -36.6% | -14.1% |
| YTD | -5.9% | -10.9% | +5.0% | -8.9% |
| 1Y | -23.5% | -29.2% | +5.7% | -25.2% |
| All | -1.3% | -11.0% | +9.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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