+238.8%
RCL vs CHD
+21.8%
+217.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | -0.1% |
| 7D | -0.5% | -2.9% | +2.5% | -0.2% |
| 30D | -17.3% | -6.2% | -11.1% | -16.9% |
| 3M | -2.8% | +1.6% | -4.3% | -2.8% |
| 6M | -4.4% | -3.5% | -0.9% | -4.3% |
| YTD | -4.2% | +16.2% | -20.4% | -5.2% |
| 1Y | -23.4% | +3.4% | -26.8% | -23.7% |
| 3Y | +179.4% | +4.6% | +174.8% | +176.3% |
| 5Y | +238.8% | +21.1% | +217.6% | +237.5% |
| All | +238.8% | +21.8% | +217.0% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling