+375.0%
RCL vs CAPR
-68.2%
+443.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.9% | +10.8% | +1.2% |
| 7D | +8.5% | +7.6% | +0.9% | +8.2% |
| 30D | +20.4% | +13.3% | +7.1% | +19.7% |
| 3M | +11.0% | +130.4% | -119.4% | +6.7% |
| 6M | +24.9% | -70.8% | +95.7% | +26.7% |
| YTD | +23.9% | -69.3% | +93.1% | +25.2% |
| 1Y | +30.8% | +59.5% | -28.7% | +13.2% |
| 3Y | +270.4% | +216.8% | +53.6% | +184.0% |
| 5Y | +296.1% | +152.7% | +143.4% | +197.5% |
| 10Y | +375.0% | -68.2% | +443.2% | +202.1% |
| All | +375.0% | -68.2% | +443.2% | +202.1% |
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