+1,068.3%
RCL vs CDW
+933.5%
+134.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +6.5% | +2.1% | +4.4% | +4.6% |
| 30D | +15.9% | +14.7% | +1.1% | +4.8% |
| 3M | +2.7% | +11.1% | -8.4% | -7.2% |
| 6M | +15.2% | +45.6% | -30.4% | -16.3% |
| YTD | +19.2% | +17.1% | +2.1% | -4.2% |
| 1Y | +31.6% | +13.2% | +18.4% | +8.3% |
| 3Y | +274.2% | -22.2% | +296.4% | +293.9% |
| 5Y | +250.1% | -10.1% | +260.2% | +228.0% |
| 10Y | +388.4% | +307.0% | +81.5% | +109.9% |
| All | +1,068.3% | +933.5% | +134.8% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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