+330.2%
RCL vs CAPR
-63.2%
+393.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.7% | +4.8% | -3.6% |
| 7D | -0.2% | +19.1% | -19.3% | -1.0% |
| 30D | +14.4% | +48.8% | -34.5% | +12.5% |
| 3M | +5.2% | +144.4% | -139.2% | +0.8% |
| 6M | +26.1% | -67.5% | +93.6% | +27.4% |
| YTD | +17.4% | -64.5% | +81.9% | +17.8% |
| 1Y | +24.7% | +74.4% | -49.8% | +7.7% |
| 3Y | +250.9% | +265.7% | -14.8% | +167.6% |
| 5Y | +293.8% | +196.0% | +97.9% | +193.9% |
| All | +330.2% | -63.2% | +393.4% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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