-23.2%
RCL vs CAPR
+40.7%
-63.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -5.1% | -2.0% | -3.1% | -5.1% |
| 30D | -19.0% | +139.2% | -158.2% | -19.2% |
| 3M | -9.6% | -66.4% | +56.8% | -9.4% |
| 6M | -6.7% | -63.1% | +56.4% | -6.5% |
| YTD | -3.9% | -67.4% | +63.5% | -3.7% |
| All | -23.2% | +40.7% | -63.9% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling