+4,549.4%
RCL vs CB
+6,890.9%
-2,341.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.9% |
| 7D | -5.1% | +0.5% | -5.6% | -5.4% |
| 30D | -19.0% | -3.1% | -15.9% | -17.7% |
| 3M | -9.6% | +9.0% | -18.5% | -14.5% |
| 6M | -6.7% | +2.9% | -9.5% | -9.3% |
| YTD | -3.9% | +10.1% | -14.0% | -10.2% |
| 1Y | -25.1% | +22.8% | -47.9% | -34.1% |
| 3Y | +179.1% | +73.8% | +105.3% | +98.5% |
| 5Y | +243.3% | +99.2% | +144.1% | +128.0% |
| 10Y | +325.8% | +218.2% | +107.6% | +130.9% |
| All | +4,549.4% | +6,890.9% | -2,341.5% | +963.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling