+301.8%
RCL vs CAPR
+219.7%
+82.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.5% | -27.9% | -1.8% |
| 7D | +0.6% | +25.8% | -25.2% | +0.2% |
| 30D | +19.4% | +50.2% | -30.8% | +18.5% |
| 3M | +9.8% | +185.5% | -175.7% | +7.5% |
| 6M | +28.6% | -64.8% | +93.5% | +29.2% |
| YTD | +22.2% | -61.1% | +83.3% | +22.3% |
| 1Y | +29.7% | +81.0% | -51.2% | +22.1% |
| 3Y | +265.3% | +300.7% | -35.4% | +178.3% |
| 5Y | +301.8% | +223.3% | +78.4% | +170.5% |
| All | +301.8% | +219.7% | +82.1% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling