+26.1%
RCL vs CAI
+47.3%
-21.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.9% |
| 7D | -0.2% | -8.0% | +7.7% | 0.0% |
| 30D | +14.4% | -18.9% | +33.2% | +15.4% |
| 3M | +5.2% | +7.6% | -2.5% | +4.0% |
| 6M | +26.1% | +43.0% | -16.8% | +21.1% |
| All | +26.1% | +47.3% | -21.1% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling