+379.0%
RCL vs CB
+246.2%
+132.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.4% |
| 7D | +5.0% | -1.5% | +6.5% | +6.3% |
| 30D | +19.4% | +6.5% | +12.9% | +13.4% |
| 3M | +5.9% | +4.1% | +1.9% | +2.3% |
| 6M | +23.8% | +14.4% | +9.4% | +8.5% |
| YTD | +22.8% | +17.5% | +5.3% | +4.4% |
| 1Y | +34.3% | +27.5% | +6.7% | +6.2% |
| 3Y | +276.4% | +71.6% | +204.8% | +116.3% |
| 5Y | +281.6% | +100.6% | +181.0% | +86.4% |
| 10Y | +379.0% | +243.0% | +136.0% | +56.7% |
| All | +379.0% | +246.2% | +132.8% | +56.7% |
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