+331.5%
RCL vs CF
+569.3%
-237.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.1% |
| 7D | -5.1% | +6.0% | -11.1% | -7.5% |
| 30D | -19.0% | +14.8% | -33.9% | -23.9% |
| 3M | -9.6% | +14.1% | -23.6% | -15.5% |
| 6M | -6.7% | +28.5% | -35.2% | -22.4% |
| YTD | -3.9% | +74.9% | -78.9% | -31.8% |
| 1Y | -25.1% | +61.7% | -86.8% | -45.0% |
| 3Y | +179.1% | +80.3% | +98.8% | +83.0% |
| 5Y | +243.3% | +226.0% | +17.3% | +36.3% |
| All | +331.5% | +569.3% | -237.8% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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