+269.1%
RCL vs CF
+56.6%
+212.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.2% | -9.3% | -2.5% |
| 7D | +3.9% | +0.4% | +3.5% | +4.1% |
| 30D | +11.8% | +2.2% | +9.6% | +12.2% |
| 3M | -0.8% | +2.1% | -3.0% | -0.4% |
| 6M | +23.6% | -6.5% | +30.2% | +24.1% |
| YTD | +17.6% | +55.6% | -37.9% | +7.3% |
| 1Y | +28.3% | +42.3% | -14.0% | +19.1% |
| All | +269.1% | +56.6% | +212.5% | +225.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling