+28.9%
RCL vs CF
+50.1%
-21.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.5% |
| 7D | -1.2% | +4.8% | -6.0% | +0.7% |
| 30D | +17.8% | +4.7% | +13.1% | +20.6% |
| 3M | +4.9% | +7.4% | -2.5% | +9.3% |
| 6M | +23.7% | +0.6% | +23.1% | +26.8% |
| YTD | +17.8% | +64.1% | -46.3% | +18.0% |
| 1Y | +28.9% | +51.4% | -22.5% | +35.5% |
| All | +28.9% | +50.1% | -21.1% | +35.5% |
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