+281.6%
RCL vs CHD
+33.4%
+248.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.8% |
| 7D | +5.0% | +0.8% | +4.2% | +4.9% |
| 30D | +19.4% | +13.5% | +5.9% | +17.9% |
| 3M | +5.9% | +8.1% | -2.2% | +5.1% |
| 6M | +23.8% | +19.9% | +3.9% | +21.7% |
| YTD | +22.8% | +34.0% | -11.2% | +19.6% |
| 1Y | +34.3% | +29.8% | +4.5% | +31.1% |
| 3Y | +276.4% | +28.7% | +247.7% | +263.9% |
| 5Y | +281.6% | +31.8% | +249.8% | +237.2% |
| All | +281.6% | +33.4% | +248.2% | +237.2% |
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