+380.4%
RCL vs CB
+248.0%
+132.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.8% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | +15.9% | +9.1% | +6.8% | +7.9% |
| 3M | +2.7% | +3.4% | -0.7% | -0.4% |
| 6M | +15.2% | +14.1% | +1.1% | +1.3% |
| YTD | +19.2% | +18.0% | +1.2% | +1.0% |
| 1Y | +31.6% | +30.1% | +1.5% | +2.3% |
| 3Y | +274.2% | +71.8% | +202.4% | +115.0% |
| 5Y | +250.1% | +101.8% | +148.2% | +70.1% |
| All | +380.4% | +248.0% | +132.4% | +55.2% |
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