+854.2%
RCL vs CF
+4,965.4%
-4,111.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.4% | +10.8% | +7.9% |
| 7D | +11.7% | -6.9% | +18.6% | +14.1% |
| 30D | +21.1% | -3.7% | +24.9% | +22.2% |
| 3M | +2.9% | -5.0% | +7.8% | +3.4% |
| 6M | +29.8% | -10.5% | +40.3% | +31.0% |
| YTD | +21.4% | +46.5% | -25.1% | -2.2% |
| 1Y | +32.0% | +34.8% | -2.8% | +9.6% |
| 3Y | +273.1% | +46.7% | +226.4% | +189.7% |
| 5Y | +288.4% | +112.0% | +176.4% | +145.0% |
| 10Y | +397.4% | +529.7% | -132.3% | +113.3% |
| All | +854.2% | +4,965.4% | -4,111.2% | +114.9% |
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 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