+331.9%
RCL vs CHD
+196.1%
+135.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.2% | +3.6% | -4.8% | -1.3% |
| 30D | +17.8% | +10.4% | +7.4% | +17.5% |
| 3M | +4.9% | +12.2% | -7.2% | +4.6% |
| 6M | +23.7% | +19.9% | +3.8% | +23.2% |
| YTD | +17.8% | +36.4% | -18.6% | +17.2% |
| 1Y | +28.9% | +35.1% | -6.2% | +28.2% |
| 3Y | +241.9% | +29.2% | +212.7% | +239.6% |
| 5Y | +295.4% | +33.4% | +262.0% | +290.3% |
| All | +331.9% | +196.1% | +135.8% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling