+331.5%
RCL vs CB
+218.6%
+112.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.4% |
| 7D | -5.1% | +0.5% | -5.6% | -5.5% |
| 30D | -19.0% | -3.1% | -15.9% | -17.0% |
| 3M | -9.6% | +9.0% | -18.5% | -17.1% |
| 6M | -6.7% | +2.9% | -9.5% | -10.8% |
| YTD | -3.9% | +10.1% | -14.0% | -13.7% |
| 1Y | -25.1% | +22.8% | -47.9% | -38.9% |
| 3Y | +179.1% | +73.8% | +105.3% | +57.3% |
| 5Y | +243.3% | +99.2% | +144.1% | +67.7% |
| All | +331.5% | +218.6% | +112.9% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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