+655.1%
RCL vs CF
+5,948.3%
-5,293.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.0% |
| 7D | -5.1% | +6.0% | -11.1% | -7.1% |
| 30D | -19.0% | +14.8% | -33.9% | -23.3% |
| 3M | -9.6% | +14.1% | -23.6% | -14.7% |
| 6M | -6.7% | +28.5% | -35.2% | -19.5% |
| YTD | -3.9% | +74.9% | -78.9% | -26.7% |
| 1Y | -25.1% | +61.7% | -86.8% | -41.3% |
| 3Y | +179.1% | +80.3% | +98.8% | +102.3% |
| 5Y | +243.3% | +226.0% | +17.3% | +85.0% |
| 10Y | +325.8% | +569.9% | -244.1% | +78.2% |
| All | +655.1% | +5,948.3% | -5,293.2% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling