+342.5%
RCL vs CHD
+123.8%
+218.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -2.2% | -4.2% | +2.0% | -2.1% |
| 30D | -15.7% | -7.6% | -8.1% | -15.5% |
| 3M | -8.0% | -1.6% | -6.4% | -7.9% |
| 6M | -10.1% | -6.3% | -3.8% | -10.1% |
| YTD | -5.9% | +14.6% | -20.5% | -6.0% |
| 1Y | -23.5% | +1.6% | -25.1% | -23.6% |
| 3Y | +174.4% | +3.1% | +171.2% | +173.8% |
| 5Y | +227.1% | +21.1% | +206.1% | +225.0% |
| 10Y | +342.5% | +128.6% | +213.9% | +315.6% |
| All | +342.5% | +123.8% | +218.7% | +315.6% |
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