+23.0%
RCL vs CAI
-11.3%
+34.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.7% |
| 7D | -0.2% | -8.0% | +7.7% | +0.5% |
| 30D | +14.4% | -18.9% | +33.2% | +16.3% |
| 3M | +5.2% | +7.6% | -2.5% | +2.8% |
| 6M | +26.1% | +43.0% | -16.8% | +17.6% |
| YTD | +17.4% | -11.2% | +28.5% | +12.3% |
| 1Y | +24.7% | -3.3% | +27.9% | +19.1% |
| All | +23.0% | -11.3% | +34.3% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling