+30.8%
RCL vs CHD
+31.5%
-0.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | +8.5% | +2.4% | +6.1% | +7.9% |
| 30D | +20.4% | +13.9% | +6.5% | +17.1% |
| 3M | +11.0% | +8.5% | +2.5% | +9.1% |
| 6M | +24.9% | +20.4% | +4.5% | +20.5% |
| YTD | +23.9% | +34.5% | -10.7% | +17.2% |
| 1Y | +30.8% | +33.8% | -2.9% | +23.4% |
| All | +30.8% | +31.5% | -0.6% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling