+379.0%
RCL vs CHRW
+131.6%
+247.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.0% |
| 7D | +5.0% | +0.2% | +4.7% | +4.8% |
| 30D | +19.4% | -9.4% | +28.7% | +23.2% |
| 3M | +5.9% | -13.3% | +19.2% | +10.3% |
| 6M | +23.8% | -24.2% | +48.0% | +32.9% |
| YTD | +22.8% | -18.9% | +41.7% | +26.4% |
| 1Y | +34.3% | -12.4% | +46.6% | +33.9% |
| 3Y | +276.4% | +72.2% | +204.2% | +163.7% |
| 5Y | +281.6% | +53.4% | +228.2% | +176.1% |
| 10Y | +379.0% | +127.0% | +252.1% | +182.1% |
| All | +379.0% | +131.6% | +247.4% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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