+245.3%
RCL vs CB
+107.2%
+138.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | +3.9% | +2.6% | +1.3% | +2.6% |
| 30D | +11.8% | +11.2% | +0.6% | +5.7% |
| 3M | -0.8% | +5.7% | -6.6% | -3.8% |
| 6M | +23.6% | +15.9% | +7.7% | +12.8% |
| YTD | +17.6% | +20.2% | -2.5% | +4.4% |
| 1Y | +28.3% | +32.4% | -4.1% | +7.0% |
| 3Y | +261.4% | +75.5% | +186.0% | +132.1% |
| 5Y | +245.3% | +105.5% | +139.8% | +84.1% |
| All | +245.3% | +107.2% | +138.1% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling