+31.5%
RCL vs CF
+50.2%
-18.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +1.9% |
| 7D | +8.5% | +4.8% | +3.8% | +10.9% |
| 30D | +20.4% | +9.7% | +10.7% | +25.4% |
| 3M | +11.0% | +1.2% | +9.8% | +12.9% |
| 6M | +24.9% | +7.4% | +17.5% | +31.7% |
| YTD | +23.9% | +60.5% | -36.7% | +22.4% |
| All | +31.5% | +50.2% | -18.7% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling