+261.1%
RCL vs CF
+120.6%
+140.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +6.5% | -3.2% | +9.7% | +6.7% |
| 30D | +15.9% | +4.3% | +11.6% | +15.4% |
| 3M | +2.7% | +2.8% | -0.1% | +2.1% |
| 6M | +15.2% | +0.6% | +14.6% | +14.4% |
| YTD | +19.2% | +56.6% | -37.4% | +4.3% |
| 1Y | +31.6% | +49.6% | -18.0% | +16.4% |
| 3Y | +274.2% | +61.5% | +212.7% | +216.7% |
| All | +261.1% | +120.6% | +140.6% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling