+345.6%
RCL vs CHRW
+163.9%
+181.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -5.1% | -1.4% | -3.7% | -4.6% |
| 30D | -19.0% | -3.5% | -15.5% | -18.0% |
| 3M | -9.6% | -19.4% | +9.8% | -3.6% |
| 6M | -6.7% | -21.4% | +14.7% | -0.3% |
| YTD | -3.9% | -7.1% | +3.2% | -4.9% |
| 1Y | -25.1% | +17.8% | -42.9% | -33.5% |
| 3Y | +179.1% | +78.8% | +100.3% | +97.2% |
| 5Y | +243.3% | +83.5% | +159.8% | +131.0% |
| All | +345.6% | +163.9% | +181.7% | +146.8% |
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