-22.9%
RCL vs CAI
-29.0%
+6.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | -5.1% | +2.6% | -1.8% |
| 30D | -15.7% | +3.9% | -19.6% | -16.2% |
| 3M | -3.6% | +40.1% | -43.7% | -9.0% |
| 6M | -8.7% | +29.7% | -38.3% | -13.4% |
| YTD | -6.2% | -10.9% | +4.7% | -10.5% |
| 1Y | -22.9% | -28.0% | +5.2% | -27.4% |
| All | -22.9% | -29.0% | +6.1% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling